How to use the Sharpe Ratio
Lecture
vom 17. Februar 2026
The Sharpe ratio is the dominant metric for evaluating investment skill, yet inference based on it is routinely flawed, often leading to false confidence, incorrect conclusions, and costly decisions. Globally renowned quantitative investment expert Dr. Marcos López de Prado proposes a new standard for Sharpe ratio inference and reporting by diagnosing 5 common sources of error and providing practical corrections grounded in modern statistical theory.
By watching the recording of this webinar, you are eligible to reward yourself 1 PL credit. You may do so in your CFA Institute Account.
