Adjusting for Risk in Portfolio Performance MeasurementWilliam F. Sharpe1975-01-31articleThe Journal of Portfolio Management187 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesFinancial Risk and Volatility ModelingRisk and Portfolio OptimizationAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 187 citations exist upstream.Cited by2007Comparing Sharpe ratios: So where are the p-values?2014The Deflated Sharpe Ratio: Correcting for Selection Bias, Backtest Overfitting, and Non-Normality2011The impact of total quality management adoption on small and medium enterprises’ financial performance2004Women Entrepreneurs, Growth, and Implications for the Classroom