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20182025
most citedExamining Independence in Ensemble Sentiment Analysis: A Study on the Limits of Large Language Models Using the Condorcet Jury Theorem

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q-fin.RM2019

Omega and Sharpe ratio

Eric Benhamou, Beatrice Guez, Nicolas Paris1

Omega ratio, defined as the probability-weighted ratio of gains over losses at a given level of expected return, has been advocated as a better performance indicator compared to Sh…

q-fin.RM2019

Testing Sharpe ratio: luck or skill?

Eric Benhamou, David Saltiel, Beatrice Guez +1

Sharpe ratio (sometimes also referred to as information ratio) is widely used in asset management to compare and benchmark funds and asset managers. It computes the ratio of the (e…