---
title: Analyzing Marginal Sharpe Ratio
url: https://www.ml-quant.com/papers/ssrn/4916095/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4916095
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4916095
featured: 2024-08-07
citations: unknown
topic: Portfolio & Allocation
---


# Analyzing Marginal Sharpe Ratio

The Marginal Sharpe Ratio (MSR) of an investment strategy considers the new strategy's impact on the portfolio's expected returns and the expected change in the portfolio risk profile due to diversification.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4916095
- Identifier: SSRN 4916095
- Released: 2024-08-05
- First featured: Quant Letter No. 60 (2024-08-07): https://www.ml-quant.com/issues/2024-08-07/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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