Sharpe Ratio
Tags: #Financial #EconomicsEquation
$$\frac{\mathrm{d}X(t)}{X(t)} = m \mathrm{d}t + s \mathrm{d}Z(t) \\ \phi = \frac{m + \delta -r }{s} \\ \phi = \frac{a - r}{\sigma}$$Latex Code
\frac{\mathrm{d}X(t)}{X(t)} = m \mathrm{d}t + s \mathrm{d}Z(t) \\
\phi = \frac{m + \delta -r }{s} \\
\phi = \frac{a - r}{\sigma}
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Introduction
Equation
Latex Code
\frac{\mathrm{d}X(t)}{X(t)} = m \mathrm{d}t + s \mathrm{d}Z(t) \\
\phi = \frac{m + \delta -r }{s} \\
\phi = \frac{a - r}{\sigma}
Explanation
Latex code for Sharpe Ratio.
: Compounded Dividend Rate
: Sharpe ratio
: Sharpe ratio of any asset written on a GBM
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Comments
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The tension is high, but I'm hopeful I'll pass this exam.
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