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Table 5 Values of coefficient α and the Sharpe ratio for different λ

From: Research on a stock-matching trading strategy based on bi-objective optimization

 λ = 0λ = 0.1λ = 0.2λ = 0.3λ = 0.4λ = 0.5λ = 0.6λ = 0.7
Coefficient α−0.113−0.076− 0.070−0.112− 0.099−0.062− 0.101−0.139
Sharpe ratio−3.268−2.191−1.833−2.294−1.913− 1.683− 2.243−2.747