Practical analysis for investment professionals
Biography
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.