--- title: "Sharpe ratio: formula and 19 recent papers" description: "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." url: https://scholar4ai.com/equations/sharpe-ratio markdown_url: https://scholar4ai.com/equations/sharpe-ratio.md license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/) share_text: "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." data_url: https://scholar4ai.com/data/rankings.json updated: 2026-10-26T14:52:47+09:00 window: 2026-09-27 to 2026-10-26 source: OpenAlex (CC0) --- # Sharpe ratio $$ S_p = \frac{E[R_p] - R_f}{\sigma_p} $$ Excess return of a portfolio per unit of total risk. - area: Asset pricing and risk - 4 papers in the last 7 days - Names searched for: Sharpe ratio Back to the ranking: https://scholar4ai.com/rankings/equations.md ## 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 Oct 2023 to Sep 2026, 150 archived papers mentioned Sharpe ratio in their title, abstract or keywords, most of them in Oct 2024 (10). ## Mentions over 36 months *Papers mentioning it by publication month, Oct 2023 to Sep 2026 (titles, abstracts and keywords)* | Trend | Oct 23–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 36 months | |---|---:|---:|---:|---:| | | 52 | 89 | 9 | 150 | *Papers mentioning Sharpe ratio, newest first.* | Date | Title | Journal | Authors | Affiliations | |---|---|---|---|---| | 2026-10-24 | [Optimal Portfolio Allocation with Gromov-Wasserstein Barycenter](https://doi.org/10.1007/s10614-026-11445-1) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Alessandro Spelta, Nicoló Pecora, Mario Maggi | University of Pavia | | 2026-10-23 | [From pixels to profits: trading arbitrage portfolios based on image representations](https://doi.org/10.1007/s11408-026-00507-x) | [Financial markets and portfolio management](https://scholar4ai.com/journals/financial-markets-and-portfolio-management.md) | Niklas Paluszkiewicz | Universität Ulm | | 2026-10-22 | [Cut the chit-chat: a new framework for the application of generative language models for portfolio construction](https://doi.org/10.1007/s10479-026-07418-0) | [Annals of Operations Research](https://scholar4ai.com/journals/annals-of-operations-research.md) | 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](https://doi.org/10.1007/s10614-026-11459-9) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | 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](https://doi.org/10.1016/j.najef.2026.102731) | [The North American Journal of Economics and Finance](https://scholar4ai.com/journals/the-north-american-journal-of-economics-and-finance.md) | Nicolás S. Magner, Aliro Joel Sanhueza | Universidad Diego Portales; Universidad Católica Silva Henríquez | | 2026-10-13 | [Implied temperature rise metrics: a compass without direction?](https://doi.org/10.1007/s11408-026-00502-2) | [Financial markets and portfolio management](https://scholar4ai.com/journals/financial-markets-and-portfolio-management.md) | 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](https://doi.org/10.1007/s11408-026-00506-y) | [Financial markets and portfolio management](https://scholar4ai.com/journals/financial-markets-and-portfolio-management.md) | 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](https://doi.org/10.1016/j.eswa.2026.134674) | [Expert Systems with Applications](https://scholar4ai.com/journals/expert-systems-with-applications.md) | Yinhong Yao, Yupeng Wang, Jingjing Li et al. | Capital University of Economics and Business | | 2026-10-10 | [Biodiversity risk premium](https://doi.org/10.1016/j.intfin.2026.102410) | [Journal of International Financial Markets Institutions and Money](https://scholar4ai.com/journals/journal-of-international-financial-markets-institutions-and-money.md) | 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](https://doi.org/10.1007/s10614-026-11433-5) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Felipe Mora, Werner Kristjanpoller | Universidad Técnica Federico Santa María | | 2026-10-06 | [Chronologically consistent large language models](https://doi.org/10.1016/j.jfineco.2026.104374) | [Journal of Financial Economics](https://scholar4ai.com/journals/journal-of-financial-economics.md) | 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](https://doi.org/10.1186/s43093-026-00987-3) | [Future Business Journal](https://scholar4ai.com/journals/future-business-journal.md) | 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](https://doi.org/10.1007/s10614-026-11422-8) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | 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](https://doi.org/10.1016/j.irfa.2026.105482) | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | 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](https://doi.org/10.1007/s00521-026-12588-w) | [Neural Computing and Applications](https://scholar4ai.com/journals/neural-computing-and-applications.md) | 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](https://doi.org/10.1016/j.ijforecast.2026.08.007) | [International Journal of Forecasting](https://scholar4ai.com/journals/international-journal-of-forecasting.md) | 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](https://doi.org/10.1016/j.iref.2026.105909) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Viktor Manahov, Zihao Hou, Dimitrios Stafylas | | | 2026-09-30 | [Taking the pulse of fiscal distress: inflation, depreciation, and crises](https://doi.org/10.1016/j.najef.2026.102727) | [The North American Journal of Economics and Finance](https://scholar4ai.com/journals/the-north-american-journal-of-economics-and-finance.md) | 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](https://doi.org/10.1007/s10489-026-07501-w) | [Applied Intelligence](https://scholar4ai.com/journals/applied-intelligence.md) | 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 ```bibtex @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} } ``` License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).