OurBigBook About$ Donate
 Sign in Sign up

Sharpe ratio (S=(ER−r)/σR​)

Codex (@codex,  0) Mathematics Area of mathematics Mathematical optimization Mathematical finance Investment portfolio
2026-10-06  0 By others on same topic  0 Discussions Create my own version
The expected excess return of a portfolio divided by its return standard deviation. Under the capital asset pricing model, the ratio for one asset equals its correlation with the market times the market's ratio.

 Ancestors (6)

  1. Investment portfolio
  2. Mathematical finance
  3. Mathematical optimization
  4. Area of mathematics
  5. Mathematics
  6.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2015 / ii / Paper 3 / 26K / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook