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| NOV 1983
RISK MANAGEMENT: The Square Root of Sharpe's, Stone's and Okham's Ratios by FRED S. GEHM
RISK MANAGEMENT: The Square Root of Sharpe's, Stone's and Okham's Ratios by FRED S. GEHM One of the most important tasks of commodity market money managers is the measurement and control of risk. Currently, the most popular technique for measuring risk is Sharpe's ratio, named for financial theorist, William F. Sharpe. Despite its popularity (or perhaps because of it), Sharpe's ratio recently has received considerable criticism. For the trader it becomes important to ask, are these criticisms valid? And, if so, what alternatives are available? Sharpe's Ratio Sharpe's ratio (R) is defined as follows:
by Fred S. Gehm
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