RISK MANAGEMENT: The Square Root of Sharpe's, Stone's and Okham's Ratios by FRED S. GEHM
ARTICLE SYNOPSIS...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
AUTHOR: Fred S. GehmDATE: NOV 1983