Sharpe ratio

Field
Subfield
Domain
OpenAlex	C139938925

Smeal faculty

• Mihail Velikov - score 1.6
• Jingzhi Huang - score 0.8
• Anh Le - score 0.5

Papers

• Show Me the Money: The Monetary Policy Risk Premium (2016) - cites 108
• Model Comparison with Transaction Costs (2023) - cites 101
• Testing moving average trading strategies on ETFs (2019) - cites 33
• Tractable Term Structure Models (2022) - cites 12