标题: question w/ sharpe ratio and HFs [打印本页] 作者: John10 时间: 2011-7-11 19:13 标题: question w/ sharpe ratio and HFs
In the curriculum, they say that Sharpe Ratio is one of the benchmarks you can use for hedgefunds, however, elsewhere I believe it also says Sharpe is not a good measurement when returns don't follow a normal distribution...
