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A refinement to the Sharpe ratio and information ratio

Overview of attention for article published in Journal of Asset Management, April 2005
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About this Attention Score

  • In the top 25% of all research outputs scored by Altmetric
  • Among the highest-scoring outputs from this source (#17 of 115)
  • Good Attention Score compared to outputs of the same age (71st percentile)

Mentioned by

patent
1 patent
wikipedia
1 Wikipedia page

Readers on

mendeley
93 Mendeley
citeulike
1 CiteULike
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Title
A refinement to the Sharpe ratio and information ratio
Published in
Journal of Asset Management, April 2005
DOI 10.1057/palgrave.jam.2240158
Authors

Craig Israelsen

Mendeley readers

Mendeley readers

The data shown below were compiled from readership statistics for 93 Mendeley readers of this research output. Click here to see the associated Mendeley record.

Geographical breakdown

Country Count As %
Portugal 1 1%
Italy 1 1%
Unknown 91 98%

Demographic breakdown

Readers by professional status Count As %
Student > Master 25 27%
Student > Bachelor 15 16%
Student > Ph. D. Student 11 12%
Researcher 7 8%
Lecturer 5 5%
Other 9 10%
Unknown 21 23%
Readers by discipline Count As %
Business, Management and Accounting 38 41%
Economics, Econometrics and Finance 25 27%
Mathematics 2 2%
Agricultural and Biological Sciences 1 1%
Social Sciences 1 1%
Other 1 1%
Unknown 25 27%
Attention Score in Context

Attention Score in Context

This research output has an Altmetric Attention Score of 6. This is our high-level measure of the quality and quantity of online attention that it has received. This Attention Score, as well as the ranking and number of research outputs shown below, was calculated when the research output was last mentioned on 22 September 2020.
All research outputs
#4,770,197
of 23,073,835 outputs
Outputs from Journal of Asset Management
#17
of 115 outputs
Outputs of similar age
#10,675
of 60,347 outputs
Outputs of similar age from Journal of Asset Management
#1
of 1 outputs
Altmetric has tracked 23,073,835 research outputs across all sources so far. Compared to these this one has done well and is in the 76th percentile: it's in the top 25% of all research outputs ever tracked by Altmetric.
So far Altmetric has tracked 115 research outputs from this source. They receive a mean Attention Score of 3.7. This one has done well, scoring higher than 84% of its peers.
Older research outputs will score higher simply because they've had more time to accumulate mentions. To account for age we can compare this Altmetric Attention Score to the 60,347 tracked outputs that were published within six weeks on either side of this one in any source. This one has gotten more attention than average, scoring higher than 71% of its contemporaries.
We're also able to compare this research output to 1 others from the same source and published within six weeks on either side of this one. This one has scored higher than all of them