Matches in SemOpenAlex for { <https://semopenalex.org/work/W2290752960> ?p ?o ?g. }
Showing items 1 to 84 of
84
with 100 items per page.
- W2290752960 abstract "This paper touches upon the quantitative and modeling shortfalls of the Sharpe ratio and other related Capital Asset Pricing Model (CAPM) measures when used to evaluate alternative investments. These shortfalls can best be appreciated once one understands the common nature of how most alternative investment strategies earn their returns. And surprisingly, once one understands the source of a program’s returns, even an investment with a Sharpe ratio of .19 could win a place in an investor’s portfolio based on certain return-to-risk considerations." @default.
- W2290752960 created "2016-06-24" @default.
- W2290752960 creator A5001752476 @default.
- W2290752960 date "2001-01-01" @default.
- W2290752960 modified "2023-09-24" @default.
- W2290752960 title "On the Use of Standard Performance Measures in Assessing Alternative Investment Strategies - Part I" @default.
- W2290752960 doi "https://doi.org/10.2139/ssrn.2623180" @default.
- W2290752960 hasPublicationYear "2001" @default.
- W2290752960 type Work @default.
- W2290752960 sameAs 2290752960 @default.
- W2290752960 citedByCount "0" @default.
- W2290752960 crossrefType "journal-article" @default.
- W2290752960 hasAuthorship W2290752960A5001752476 @default.
- W2290752960 hasConcept C103144560 @default.
- W2290752960 hasConcept C106159729 @default.
- W2290752960 hasConcept C134221152 @default.
- W2290752960 hasConcept C139819358 @default.
- W2290752960 hasConcept C139938925 @default.
- W2290752960 hasConcept C154611145 @default.
- W2290752960 hasConcept C162118730 @default.
- W2290752960 hasConcept C162324750 @default.
- W2290752960 hasConcept C169549615 @default.
- W2290752960 hasConcept C175444787 @default.
- W2290752960 hasConcept C17744445 @default.
- W2290752960 hasConcept C181236170 @default.
- W2290752960 hasConcept C181622380 @default.
- W2290752960 hasConcept C199539241 @default.
- W2290752960 hasConcept C26584437 @default.
- W2290752960 hasConcept C27548731 @default.
- W2290752960 hasConcept C2778348673 @default.
- W2290752960 hasConcept C2780821815 @default.
- W2290752960 hasConcept C30755413 @default.
- W2290752960 hasConcept C94625758 @default.
- W2290752960 hasConcept C9725762 @default.
- W2290752960 hasConcept C98965940 @default.
- W2290752960 hasConceptScore W2290752960C103144560 @default.
- W2290752960 hasConceptScore W2290752960C106159729 @default.
- W2290752960 hasConceptScore W2290752960C134221152 @default.
- W2290752960 hasConceptScore W2290752960C139819358 @default.
- W2290752960 hasConceptScore W2290752960C139938925 @default.
- W2290752960 hasConceptScore W2290752960C154611145 @default.
- W2290752960 hasConceptScore W2290752960C162118730 @default.
- W2290752960 hasConceptScore W2290752960C162324750 @default.
- W2290752960 hasConceptScore W2290752960C169549615 @default.
- W2290752960 hasConceptScore W2290752960C175444787 @default.
- W2290752960 hasConceptScore W2290752960C17744445 @default.
- W2290752960 hasConceptScore W2290752960C181236170 @default.
- W2290752960 hasConceptScore W2290752960C181622380 @default.
- W2290752960 hasConceptScore W2290752960C199539241 @default.
- W2290752960 hasConceptScore W2290752960C26584437 @default.
- W2290752960 hasConceptScore W2290752960C27548731 @default.
- W2290752960 hasConceptScore W2290752960C2778348673 @default.
- W2290752960 hasConceptScore W2290752960C2780821815 @default.
- W2290752960 hasConceptScore W2290752960C30755413 @default.
- W2290752960 hasConceptScore W2290752960C94625758 @default.
- W2290752960 hasConceptScore W2290752960C9725762 @default.
- W2290752960 hasConceptScore W2290752960C98965940 @default.
- W2290752960 hasLocation W22907529601 @default.
- W2290752960 hasOpenAccess W2290752960 @default.
- W2290752960 hasPrimaryLocation W22907529601 @default.
- W2290752960 hasRelatedWork W1856487237 @default.
- W2290752960 hasRelatedWork W1947386435 @default.
- W2290752960 hasRelatedWork W1999856450 @default.
- W2290752960 hasRelatedWork W2041098443 @default.
- W2290752960 hasRelatedWork W2087669817 @default.
- W2290752960 hasRelatedWork W2242109594 @default.
- W2290752960 hasRelatedWork W2274413581 @default.
- W2290752960 hasRelatedWork W2280404444 @default.
- W2290752960 hasRelatedWork W2290565361 @default.
- W2290752960 hasRelatedWork W2410647500 @default.
- W2290752960 hasRelatedWork W2414667914 @default.
- W2290752960 hasRelatedWork W2496045792 @default.
- W2290752960 hasRelatedWork W2521611759 @default.
- W2290752960 hasRelatedWork W2615780780 @default.
- W2290752960 hasRelatedWork W2885753725 @default.
- W2290752960 hasRelatedWork W3125344122 @default.
- W2290752960 hasRelatedWork W3163851460 @default.
- W2290752960 hasRelatedWork W3199983070 @default.
- W2290752960 hasRelatedWork W570605987 @default.
- W2290752960 hasRelatedWork W88831018 @default.
- W2290752960 isParatext "false" @default.
- W2290752960 isRetracted "false" @default.
- W2290752960 magId "2290752960" @default.
- W2290752960 workType "article" @default.