The Motley Fool Discussion Boards

Previous Page

Investing/Strategies / Retirement Investing

URL:  https://boards.fool.com/i-dont-think-its-possible-to-mathematically-30871493.aspx

Subject:  Re: Hi gang... wow!!! Date:  9/15/2013  2:19 PM
Author:  sykesix Number:  72859 of 99743

I don't think it's possible to mathematically quantify the risk factor, but I'd sure be open to reading some scholarly work on the subject.

The Mechanical Investing board has had some excellent discussions on this question over the years. Unfortunately, you'd have to dig pretty hard to find everything.

Here's a starting point though:

http://en.wikipedia.org/wiki/Sortino_ratio
Copyright 1996-2020 trademark and the "Fool" logo is a trademark of The Motley Fool, Inc. Contact Us