Consider a strategy with five years of daily IID Normal returns. The best trial out of ten yields an annualized Sharpe ratio of 2, where the variance across the annualized Sharpe ratios is 1. a What is the expected maximum Sharpe ratio? Hint: Apply the False Strategy theorem. b After one trial, what is the probability of observing a maximum Sharpe ratio equal or higher than 2? Hint: This is the probabilistic Sharpe ratio. c After ten trials, what is the probability of observing a maximum Sharpe ratio equal or higher than 2? Hint: This is the deflated Sharpe ratio
Identify and mark several situations in the case, several aspects in leadership (qualities, skills, style, and the way doing); workplace relationship (both positive and negative in relation to motivation, worker or self-empowerment, communication, organization culture, values, worker satisfaction etc.) (What are the positively or negatively impacted situation/s, who is responsible, why it happened, what are the positive or negative outcome of them (in relation to the item no’s 1 & 2).
May 29, 2020
7:44 pm
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