The Sharpe Ratio’s Upper Bound of the Portfolios in the Presence of a Benchmark: Application to the US Financial Market

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ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

"The Sharpe Ratio’s Upper Bound of the Portfolios in the Presence of a Benchmark: Application to the US Financial Market"
written by Jiang Ye, Yiwei Wang, Muhammad Wajid Raza,
published by Journal of Mathematical Finance, Vol.12 No.3, 2022

has been cited by the following article(s):

[1]	Political risk and portfolio performance: implications for Shariah-compliant investors
	International Journal of Islamic …, 2023

[1]	Beyond Sharpe ratio: comparison of risk-adjusted performance of Shariah-compliant and conventional indices International Journal of Islamic and Middle Eastern Finance and Management, 2025 DOI:10.1108/IMEFM-01-2024-0013

[2]	Political risk and portfolio performance: implications for Shariah-compliant investors International Journal of Islamic and Middle Eastern Finance and Management, 2023 DOI:10.1108/IMEFM-08-2022-0317

[3]	Political risk and portfolio performance: implications for Shariah-compliant investors International Journal of Islamic and Middle Eastern Finance and Management, 2023 DOI:10.1108/IMEFM-08-2022-0317

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