Sharpe ratio

area: Asset pricing and risk · 4 papers in the last 7 days

S_p = \frac{E[R_p] - R_f}{\sigma_p}

Excess return of a portfolio per unit of total risk.

LaTeX: S_p = \frac{E[R_p] - R_f}{\sigma_p}

Names searched for: Sharpe ratio

Key findings

Sharpe ratio was mentioned in 19 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #45 of the 104 equations and models mentioned.
By journal category: Finance (9), Economics (5), AI (3), Operations Research (1) and Management (1).
Most of them appeared in Computational Economics (4), Financial markets and portfolio management (3) and The North American Journal of Economics and Finance (2).
Often mentioned together with Long short-term memory (LSTM) (6), GARCH (5) and Random forest (5).
Datasets named in the same papers: S&P 500 (6), VIX (3) and CRSP (3).
From Apr 2024 to Sep 2026, 120 archived papers mentioned Sharpe ratio in their title, abstract or keywords, most of them in Oct 2024 (10).

Mentions over 30 months

Papers mentioning it by publication month, Apr 2024 to Sep 2026 (titles, abstracts and keywords)
Trend	Apr 24–Sep 24	Oct 24–Sep 25	Oct 25–Sep 26	30 months
	22	89	9	120

Papers mentioning Sharpe ratio, newest first.
Date	Title	Journal	Authors	Affiliations
2026-10-24	Optimal Portfolio Allocation with Gromov-Wasserstein Barycenter	Computational Economics	Alessandro Spelta, Nicoló Pecora, Mario Maggi	University of Pavia
2026-10-23	From pixels to profits: trading arbitrage portfolios based on image representations	Financial markets and portfolio management	Niklas Paluszkiewicz	Universität Ulm
2026-10-22	Cut the chit-chat: a new framework for the application of generative language models for portfolio construction	Annals of Operations Research	Francesco A. Fabozzi, Ionuţ Florescu	Stevens Institute of Technology
2026-10-22	Quantum-Enhanced Financial Volatility Forecasting and Portfolio Risk Management: A Hybrid Quantum-Classical Framework	Computational Economics	Zefree Lazarus Mayaluri, Sasmita Mishra	C.V. Raman Global University
2026-10-15	Momentum strategies in ETFs under simple operational rules: Economic value and conditional predictability	The North American Journal of Economics and Finance	Nicolás S. Magner, Aliro Joel Sanhueza	Universidad Diego Portales; Universidad Católica Silva Henríquez
2026-10-13	Implied temperature rise metrics: a compass without direction?	Financial markets and portfolio management	Manuel C. Kathan, Moritz Reisser, Sebastian Utz	University of Augsburg; University of St.Gallen; Center for Climate and Resilience Research; …
2026-10-13	Does volatility management enhance anomaly returns? Evidence from international equity markets	Financial markets and portfolio management	Xiao Cheng, Ying Sophie Huang, Tao Wang	Zhejiang University of Finance and Economics; Queens College, CUNY; The Graduate Center, CUNY; …
2026-10-12	Multi-task end-to-end portfolio optimization with self-supervised graph attention network	Expert Systems with Applications	Yinhong Yao, Yupeng Wang, Jingjing Li et al.	Capital University of Economics and Business
2026-10-10	Biodiversity risk premium	Journal of International Financial Markets Institutions and Money	Helena Naffa, Gergely Czupy	Corvinus University of Budapest; National Research, Development and Innovation Office
2026-10-07	Bayesian Black-Litterman under Nonlinear Dependence: A Hybrid Framework with GARCH-EVT Marginals, R-Vine Copulas, and Reinforcement Learning for Tactical Portfolio Allocation	Computational Economics	Felipe Mora, Werner Kristjanpoller	Universidad Técnica Federico Santa María
2026-10-06	Chronologically consistent large language models	Journal of Financial Economics	Songrun He, Linying Lv, Asaf Manela et al.	Chinese University of Hong Kong; Washington University in St. Louis; University of Iowa
2026-10-05	An innovative approach to stock forecasting: combining LSTM, VMD, and artificial rabbit optimization	Future Business Journal	Homa Mehtarizadeh, Najme Mansouri, Behnam Mohammad Hasani Zade et al.	Shahid Bahonar University of Kerman
2026-10-03	Robust Trading Strategies Through Topological Features and Deep Reinforcement Learning	Computational Economics	Luiz Carlos de Jesus, Francisco Fernández‐Navarro, Mariano Carbonero-Ruz	Universidad Loyola Andalucía; Universidad de Málaga
2026-10-01	The term structure of the expected market risk premium, and the cross-section of stock returns	International Review of Financial Analysis	Ana González‐Urteaga, Gonzalo A. Rubio, Pedro Serrano et al.	Universidad Pública de Navarra (UPNA); Universidad Cardenal Herrera CEU; Universidad Carlos III de Madrid; …
2026-10-01	India VIX regime-conditional directional prediction of bank nifty: a stacking ensemble approach	Neural Computing and Applications	Prakash Ukhalkar, Ravikant Zirmite, Manasi Bhate
2026-10-01	High-dimensional portfolio optimization with weight constraints: Forecasting models utilizing GARCH-EVT, R-vine copula, and SCAD penalty	International Journal of Forecasting	Jian Lv, Chenxu Wang, Wenyong Yuan	Zhejiang University of Finance and Economics
2026-10-01	Dynamic factor loadings and portfolio return prediction: Evidence from deep sequence models	International Review of Economics & Finance	Viktor Manahov, Zihao Hou, Dimitrios Stafylas
2026-09-30	Taking the pulse of fiscal distress: inflation, depreciation, and crises	The North American Journal of Economics and Finance	Jorge M. Uribe, Oscar Valencia	Universitat Oberta de Catalunya; Inter-American Development Bank
2026-09-28	Dynamic risk budgeting via large language models: A context-aware framework for adaptive portfolio allocation	Applied Intelligence	Soyeong Lim, Hyoungmin Ahn, Taekyoung Lee et al.	Kyung Hee University; Korea University; Gachon University

Cite this page

Scholar4AI. (2026). Sharpe ratio. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/sharpe-ratio

@misc{scholar4ai-equations-sharpe-ratio,
  author = {{Scholar4AI}},
  title = {Sharpe ratio},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/sharpe-ratio}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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