Skip to content
Descubridor Institucional UMAR
Inicio
Búsqueda avanzada
Explorar
Inicio
Búsqueda avanzada
Explorar
Login
Language
English
Deutsch
Español
Français
Italiano
All Fields
Title
Author
Subject
Call Number
ISBN/ISSN
Tag
Find
Advanced
PNP Index – An Alternative to the Sharpe Ratio
PNP Index – An Alternative to the Sharpe Ratio
Fuente:
Zenodo
Saved in:
Bibliographic Details
Main Author:
Shai, Motty
Format:
Recurso digital
Language:
English
Published:
Zenodo
2025
Subjects:
Quantitative Finance
Trading Algorithms
Volatility Analysis
Portfolio Optimization
Financial Performance
PNP Index
Sharpe Ratio
Investment Strategies
Logarithmic Returns
Risk Management
Online Access:
Acceder al recurso
Tags:
Add Tag
No Tags, Be the first to tag this record!
Cite this
Text this
Email this
Print
Export Record
Export to RefWorks
Export to EndNoteWeb
Export to EndNote
Save to List
Permanent link
Holdings
Description
Comments
Similar Items
Staff View
Internet
https://doi.org/10.2139/ssrn.5120834
Similar Items
PERFORMANCE INDEXES: SIMILARITIES AND DIFFERENCES
by: André Machado Caldeira
Published: (2013)
IS COMMONALITY IN LIQUIDITY A PRICED RISK FACTOR?
by: CLÁUDIO P. SILVA JÚNIOR
Published: (2020)
Is New Ibovespa The Best Investment Option?
by: Ricardo Goulart Serra
Published: (2016)
In-Depth Analysis of ETC Price Volatility (2022-2025)
by: Quantitative Analysis Group
Published: (2025)
In-Depth Analysis of YLD Price Volatility (2022-2022)
by: Quantitative Analysis Group
Published: (2025)