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Sharpe measure

  • 夏普指标

网络释义专业释义

  夏普比率

AIM 72.4 计算、比较和衡量特雷诺比率（Treynor measure）、夏普比率（Sharpe measure）和詹森比率（Jensen measure） AIM 72.5 詹森比率（Jensen measure）的扩展 AIM 72.6 计算和解释循迹误差，信息比率和索蒂诺比率...

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  • 夏普测度 - 引用次数：3

    The three classical assessment model ,treynor measure, Sharpe measure and Jensenαmeasure base on the CAPM model have solved this problem very well.

    而以CAPM模型为基础的夏普测度、特雷诺测度和詹森测度三大经典收益衡量模型则较好的解决了这个问题。

    参考来源 - 证券投资基金业绩评价方法的理论和实证研究
    夏普指标 - 引用次数：1

    参考来源 - 我国保险业投资比例限制对投资组合影响的实证研究

·2,447,543篇论文数据，部分数据来源于NoteExpress

双语例句权威例句

  • More usefully, the data also suggest that Banks could use an improving Sharpe ratio over time as a measure that indicates a trader has developed a skill worth paying for.

    更有用的一点是，我们的数据也表明，银行可以根据夏普比率随着时间推移而提高的程度，来判断一名交易员是否掌握了与薪酬相称的技能。

    youdao

更多双语例句

  • Using a weighted score based on one-year total return, five-year total return, and five-year Sharpe ratios (a risk-adjusted measure of performance), we chose funds that outperformed their peers in core investment specialties such as: global equities, Europe, Japan, U.S., small companies, and more.

    FORBES: Offshore Funds

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