Sharpe Ratios, Target Ratios, and Return Goals

Martin L. Leibowitz and Stanley Kogelman
The Journal of Portfolio Management November 2020, 47 (1) 41-50; DOI: https://doi.org/10.3905/jpm.2020.1.179

Article Information

vol. 47 no. 1 41-50
DOI 
https://doi.org/10.3905/jpm.2020.1.179
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online November 2, 2020.

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© 2020 Pageant Media Ltd

Author Information

  1. Martin L. Leibowitz
    1. is president of Advanced Portfolio Studies in New York, NY, and a senior advisor for Morgan Stanley. (martin.leibowitz{at}morganstanley.com)
  2. Stanley Kogelman
    1. is president of Delft Strategic Advisors in Mt. Kisco, NY. (stankog{at}optonline.net)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Sharpe Ratios, Target Ratios, and Return Goals
Martin L. Leibowitz, Stanley Kogelman
The Journal of Portfolio Management Oct 2020, 47 (1) 41-50; DOI: 10.3905/jpm.2020.1.179
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