Practical analysis for investment professionals

Lincoln Berkson

1 Post


Lincoln Berkson graduated from the George Mason University School of Business in May 2022 with concentrations in finance and management information systems. He is a former member of the Montano Student Managed Investment Fund. Berkson recently accepted an offer from Accenture Federal Services and will be starting as a client financial management analyst at the end of June.

Author's Posts
How Sharp Is the Sharpe Ratio? An Analysis of Global Stock Indices

To test the Sharpe Ratio’s effectiveness, we constructed monthly return distributions for global stock market indices to see if any had too much skewness.

By continuing to use the site, you agree to the use of cookies. more information

The cookie settings on this website are set to "allow cookies" to give you the best browsing experience possible. If you continue to use this website without changing your cookie settings or you click "Accept" below then you are consenting to this.