How Long to Read The Sharpe Ratio

How Long Does it Take to Read The Sharpe Ratio?

It takes the average reader 8 hours and 33 minutes to read The Sharpe Ratio by Steven E. Pav

Assuming a reading speed of 250 words per minute. Learn more

Description

The Sharpe Ratio: Statistics and Applications is the most widely used metric for comparing the performance of financial assets. The Markowitz portfolio is the portfolio with the highest Sharpe ratio. The Sharpe Ratio: Statistics and Applications examines the statistical properties of the Sharpe ratio and Markowitz portfolio, both under the simplifying assumption of Gaussian returns, and asymptotically. Connections are drawn between the financial measures and classical statistics including Student's t, Hotelling's T^2 and the Hotelling-Lawley trace. The robustness of these statistics to heteroskedasticity, autocorrelation, fat tails and skew of returns are considered. The construction of portfolios to maximize the Sharpe is expanded from the usual static unconditional model to include subspace constraints, hedging out assets, and the use of conditioning information on both expected returns and risk. The Sharpe Ratio: Statistics and Applications is the most comprehensive treatment of the statistical properties of the Sharpe ratio and Markowitz portfolio ever published. Features: 1. Material on single asset problems, market timing, unconditional and conditional portfolio problems, hedged portfolios. 2. Inference via both Frequentist and Bayesian paradigms. 3. A comprehensive treatment of overoptimism and overfitting of trading strategies. 4. Advice on backtesting strategies. 5. Dozens of examples and hundreds of exercises for self study. The Sharpe Ratio: Statistics and Applications is an essential reference for the practicing quant strategist and the researcher alike, and an invaluable textbook for the student.

How long is The Sharpe Ratio?

The Sharpe Ratio by Steven E. Pav is 498 pages long, and a total of 128,484 words.

This makes it 168% the length of the average book. It also has 157% more words than the average book.

How Long Does it Take to Read The Sharpe Ratio Aloud?

The average oral reading speed is 183 words per minute. This means it takes 11 hours and 42 minutes to read The Sharpe Ratio aloud.

What Reading Level is The Sharpe Ratio?

The Sharpe Ratio is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy The Sharpe Ratio?

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