The Shrinkage Adjusted Sharpe Ratio: An Improved Method for Mutual Fund Selection

Keyphrases

• Sharpe Ratio 100%
• Mutual Fund Selection 100%
• Simple Ideas 50%
• Past Performance 50%
• Weak Predictors 50%
• Performance Measures 50%
• Fund Performance 50%
• Best Prediction 50%
• Bayes 50%
• Out-of-sample Performance 50%
• James-Stein 50%
• Sample Return 50%
• Gross Returns 50%
• Future Performance 50%

Mathematics

• Mutual Fund 100%
• Sharpe Ratio 100%
• Performance Measure 50%