Timeline for Can I add Sharpe Ratio with information ratio in convex way
Current License: CC BY-SA 4.0
9 events
| when toggle format | what | by | license | comment | |
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| May 18 at 6:14 | comment | added | andy | I am trying to expand the denominator for sr and ir. And then i do the homogenizing. | |
| May 17 at 18:52 | history | edited | Alper | CC BY-SA 4.0 |
Fixed grammar
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| May 17 at 10:48 | comment | added | andy | Okay i get your point. I track whole problem in one function. I expand the equation and reformat into convex way | |
| May 17 at 6:27 | comment | added | Attack68♦ | You stated that you can transform Sharpe ratio and information into convex form individually. So if you do that with both of them and add them together linearly the result will be convex by the above link. | |
| May 17 at 5:35 | comment | added | andy | I want to find its solution. How can reformat its in convex. Not proofing its convex | |
| May 17 at 5:29 | comment | added | Attack68♦ | math.stackexchange.com/questions/1370235/… | |
| May 17 at 1:00 | history | edited | andy | CC BY-SA 4.0 |
edited title
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| May 17 at 0:58 | history | edited | andy | CC BY-SA 4.0 |
edited title
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| May 17 at 0:57 | history | asked | andy | CC BY-SA 4.0 |