We assessed Bitcoin's application in portfolio optimization with quantitative techniques. Surprisingly, by adding Bitcoin to the Global Market Portfolio we were able to maximize Sharpe, Information, ...

Individual investors typically look at their accounts in terms of profit/loss. For professional portfolio managers, the assumption is that they will make a profit over the long run, so they're ...

Modern Portfolio Theory leverages the Sharpe ratio to enhance portfolio construction by emphasizing asset class correlations – especially in fixed income. Using Morningstar index data, it creates ...

You’ve probably heard investing professionals talk about risk-adjusted returns. This is a way of measuring the performance of an investment that factors in risk—specifically, the extra risk required ...

Jason Fernando is a professional investor and writer who enjoys tackling and communicating complex business and financial problems. Gordon Scott has been an active investor and technical analyst or ...

When Bobby Axelrod on the hit show Billions went to an institutional investor to raise funds for Axe Capital, the investor brought up a problem: “My people have a few questions. Your Sharpe ratio’s ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Andy Smith is a Certified Financial Planner (CFP®), licensed realtor and educator with over 35 years of diverse ...