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Keywords: Sharpe ratio
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Journal Articles
Agricultural Finance Review (2001) 61 (1): 38–56.
Published: 05 May 2001
...Brent A. Gloy; Timothy G. Baker Several criteria that produce rankings of risk management strategies are evaluated. The criteria considered are expected return, value at risk, the Sharpe ratio, the necessary condition for first‐degree stochastic dominance with a risk‐free asset, and the necessary...

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