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Adjusting for risk:

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References

1966Mutual Fund Performance3,932 cited
1994The Sharpe Ratio2,542 cited
1998Beyond Value at Risk: The New Science of Risk Management489 cited

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2004

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Interpreting the Sharpe ratio when excess returns are negative

53 cited

2009The 101 Ways to Measure Portfolio Performance51 cited

2019On the investment credentials of Bitcoin: A cross-currency perspective42 cited

2007Optimising marketing spend: return maximisation and risk minimisation in the marketing portfolio37 cited

2014Does the choice of performance measure influence the evaluation of commodity investments?35 cited