EJW Audio

Michael O’Connor on Sharpe Ratios and Investing


Listen Later

Michael O’Connor is interviewed by David Barker on O’Connor’s major critique of the use of Sharpe ratios in hypothesis testing and investing. O’Connor cautions against relying on Sharpe ratios when choosing investments.

...more
View all episodesView all episodes
Download on the App Store

EJW AudioBy Econ Journal Watch