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Ask Paula: How to Optimize Your Investments Along the Efficient Frontier (If You Dare!)
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Is the Sharp Ratio a Burning Man?
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The goal is a particular type of return, yes, that does not take on more risk than is necessary in order to achieve said return. And so an improvement in the sharp ratio may be an improvement in performance, but it might not be what's desired. On that topic, i was a burning man this one time with a mutual friend of ours. We're going to tie the sharp ratio to burning man. Of course we are. Tie everything toburning man.
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