Sharpe ratio  

Sharpe Ratio   (german)

A key figure which sets the excess return of a portfolio compared to the risk-free interest rate in relation to volatility.

Until 2023 for literature research USE Portfolio selection

Broader Terms

• Financial ratio  
• Portfolio selection  

Subject Categories

• B.02.02 Corporate financial assets  
• B.03.03 Company statistics  
• V.05.04.01 Financial economics  

Persistent Identifier (for bookmarking and linking)

• http://zbw.eu/stw/descriptor/30517-1