# Tagged Questions

Excess return per unit of deviation in return.

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### how to choose top n assets?

I have m assets, and have estimated their future returns and covariance matrix. I would like to invest in an evenly weighted n product basket from this universe, where 0<n<m. How do i find the ...
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### compute sharpe ratio for options?

Calculating sharpe ratio for shares is a straight forward task: (average returns - risk free ) / standard deviation. However i remain baffled as to how to tackle the task for options, can someone ...
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### What is the correct Stutzer index and Sharpe ratio relation, assuming a normal returns distribution?

Assuming the returns distribution is normal, then there is a relation between Stutzer index and Sharpe ratio. However, I found in the following paper 2 different equation: Paper I (page 10-11)‎ ...
360 views

### How is the Sharpe Ratio presented in fund profiles usually calculated?

To compare my stock portfolio generator with managed funds performance, I want to calculate the Sharpe Ratio of my historic portfolios with the numbers found on the fund company web sites or in ...