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Deviation from normality and Sharpe ratio behavior: a brief simulation study

Hayette Gatfaoui

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Abstract

DOAJ is a unique and extensive index of diverse open access journals from around the world, driven by a growing community, committed to ensuring quality content is freely available online for everyone.

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DOAJ is a unique and extensive index of diverse open access journals from around the world, driven by a growing community, committed to ensuring quality content is freely available online for everyone.

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Available abstract

DOAJ is a unique and extensive index of diverse open access journals from around the world, driven by a growing community, committed to ensuring quality content is freely available online for everyone.

Key concepts: Normality, Sharpe ratio, Statistics, Psychology, Mathematics, Econometrics, Economics, Financial economics

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