William Sharpe Sharpe 1994 the Ex Ante Sharpe Ratio the Ex Post Sharpe Ratio .
Sharpe1966.
WorldQuantGOLD LEVLEBrain .
SharpeSharpe. 46
MRSdeManRogosaSharpe1960pH.
Sharpe Ratio ( - ) / Volatility .
CAPM CAPMCapital Asset Pricing ModelWilliam SharpeJohn LintnerJan Mossin1960 .
45 457.
5000x +500x -600x -700
3SRSharpe Ratio .
