The PortScenSharpeRatioA.xlsx Model

Portfolio Optimization with Sharpe Ratio Risk Measure

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Is the ratio of a portfolio's expected return in excess of the reference risk free rate of return,
divided by the standard deviation in return, i.e.,
the ratio: (E(W) - rf)/ SD( W)
The greater a portfolio's Sharpe ratio the better its risk adjustment.

Keywords:

Portfolio | Scenario | Sharpe Ratio | Risk Management |