Tuesday, 11 February 2020

Rank from most attractive to least attractive as by Sharpe ratio using the modern period

Rank from most attractive to least attractive as by Sharpe ratio using the modern period data from 1990-2010.
• MSCI emerging markets, S&P 500, EAFE
• S&P 500, MSCI emerging markets, EAFE
• MSCI emerging markets, EAFE, S&P 500
• S&P 500, EAFE, MSCI emerging markets

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