Searched for: subject%3A%22Sharpe%255C%2BRatio%22
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Karjadi, Delvin (author)
Looking for making an investment, one objective could be to find a portfolio where the Sharpe ratio for in the future, known as the out-of-sample Sharpe ratio, is maximized. Since future data is not avail-able, the Sharpe ratio needs to be predicted using historical data, the in-sample data. This is often done using the Sharpe Ratio Information...
bachelor thesis 2023