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Leadbetter, M R (1966) On crossings of levels and curves by a wide class of stochastic processes Ann Math Statist, 37, 260 267 (1967) A note on the moments of the number of axis crossings by a stochastic process Bull Amer Math soc, 73, 129 132 (1968) On three basic results in the theory of stationary point processes Proc Amer Math Soc, 115 117 (1972) Point processes generated by level crossings, in Stochastic Point Processes, P A W Lewis, ed Wiley, New York, pp 436 467 Leadbetter, M R, and Rootz n, H (1988) Extremal theory for stochastic processes Ann e Probab, 16, 431 478 Leadbetter, M R, Lindgren, G, and Rootz n, H (1983) Extremes and Related Properties e of Random Sequences and Processes Springer-Verlag, New York Ledoux, M (1996).

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Isoperimetry and Gaussian analysis, in Ecole d Et de Probabilit s e e de Saint-Flour 1994 Lecture Notes in Mathematics 1648 Springer-Verlag New York, pp 165 264 (2001) The Concentration of Measure Phenomenon American Mathematical Society, Providence, RI Ledoux, M, and Talagrand, M (1991) Probability in Banach Spaces Springer-Verlag, New York Le n, J (2006) A note on Breuer-Major CLT for non-linear functionals of continuous o time stationary Gaussian processes Preprint Le n, J, and Ortega, J (1989) Weak convergence of different types of variation for o biparametric Gaussian processes Colloq Math Soc J Bolyai , 57 Li, W V, and Shao, Q-M (2001) Gaussian processes: inequalities, small ball probabilities and applications, in Stochastic Processes: Theory and Methods, C R Rao and D Shanbhag, eds, North-Holland, Amsterdam, pp 533 598 Li, W V, and Shao, Q-M (2002).

To fully understand the Treynor ratio and its application as a risk-adjusted performance measure, we must understand what beta is and how it is calculated The rst point that needs to be made is that beta is a comparative measure, meaning it needs to be calculated in relation to some stated benchmark It is critically important that the benchmark being used be appropriate to the portfolio or fund under review The beta can be interpreted as the slope of the line in a regression equation or in a capital asset pricing model (CAPM) context The only difference is that excess portfolio and index returns are used in the CAPM calculation whereas total portfolio and index returns are used in the regression format Because this book is focused more on the practical application of investment methodologies and less so on formal statistical derivations, I will avoid a full discourse on beta.

A normal comparison inequality and its applications Probab Theory Related Fields, 122(4), 494 508 Li, W V, and Shao, Q-M (2004) Lower tail probabilities for Gaussian processes Ann Probab, 32(1A), 216 242 Lifshits, M A (1987) On the distribution of the maximum of a Gaussian process Theory Probab Appl, 31, 125 132 (1995) Gaussian Random Functions Kluwer, Dordrecht, The Netherlands Lindgren, G (1970) Some properties of a normal process near a local maximum Ann Math Statist, 41, 1870 1883 (1972) Wave-length and amplitude in Gaussian noise Adv Appl Probab, 4, 81 108 (1980) Extreme values and crossings for the c2-process and other functions of multidimensional Gaussian processes with reliability applications Adv Appl Probab, 12, 746 774 (1983) Use and structure of Slepian model processes for prediction and detection in crossing and extreme value theory Report 1983:4.

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