I'm doing some optimization formula in the past 5 years. I'm testing the value of providing very high net return optimization formula.
For example: Total Net%5000 or more but ony some years
2007: 500%
2008: 450%
2009: 250%
2010 100%
2011 10%
as such.
I am using the highest net return values that are optimized while. So I think that this is not true. Which should determine the optimization criteria. To give more uniform results. CR / Md, RR / md, such as the sharp ratio
Thanks
For example: Total Net%5000 or more but ony some years
2007: 500%
2008: 450%
2009: 250%
2010 100%
2011 10%
as such.
I am using the highest net return values that are optimized while. So I think that this is not true. Which should determine the optimization criteria. To give more uniform results. CR / Md, RR / md, such as the sharp ratio
Thanks