EPISODE · Jul 15, 2024 · 38 MIN
Michael O’Connor on Sharpe Ratios and Investing
from EJW Audio · host Econ Journal Watch
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.
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Michael O’Connor on Sharpe Ratios and Investing
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