Excess return per unit of deviation in return.

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Can we use White's reality check to compare two Sharpe ratios?

I read a paper from Ledoit and Wolf that proposes a method to compare two Sharpe ratios and a paper from White that proposes a method to compare $n$ trading rules. My question is: Can we use White's ...
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How to adjust volatility to annualized returns in order to get a return-risk-ratio?

Each datum below represents a 5-years-gross-return on daily stock-market-close-prices accomplished by following a certain strategy starting with the associated date. I want calculate the annualized ...