Each fund's Sharp Index is compared with the corresponding Sharpe Index of the market portfolio, the paper found that a total of 14 funds have done outperform the market portfolio after risk-adjusted return.
通过把各个基金的夏普指数与相应的市场组合夏普指数对比,本文发现共有14只基金获得了超过市场组合的风险调整收益。
参考来源 - 我国开放式股票型基金业绩评价实证研究·2,447,543篇论文数据,部分数据来源于NoteExpress
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