The Zephyr K-Ratio by Thomas Becker, Ph.D.

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Wed, 2010-10-13

In 1996, Lars Kestner introduced the K-Ratio as a complement to the Sharpe Ratio. With Version 8.1, Zephyr Associates makes the K-Ratio available to StyleADVISOR users. This article explains the use, the meaning, and the exact mathematical definition of the ratio.

 
 

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