It demonstrates the connectionbetween an information ratio and a sharp ratio, designates the applying conditions andchoosing tenets of differential composite performance evaluation methods.
文章论证了信息比率与夏普比率之间的关系,指明了不同合并表现评价方法的适用条件和选择原则。
参考来源 - 证券投资基金评价的理论与方法研究Without risk-adjusted receipts in the main check of the fund several weeks of the net growth rate, risk-adjusted performance tested Sharp Ratio and Jensen’s Alpha.
在未经风险调整收益方面主要检验了基金的周净值对数增长率,风险调整业绩主要检验了夏普指数和詹森阿尔法值。
参考来源 - 基金业绩评估及对机构投资者的启示·2,447,543篇论文数据,部分数据来源于NoteExpress
As to returns and risks as well as Sharp Ratio, it is impossible to make correct and reasonable judgement by means of statistic significance.
至于回报和风险,以及夏普比率,是不可能作出了正确的统计意义的手段和合理的判断。
The ratio variability was a "completely unexpected and initially quite bewildering" result, Sharp says.
比率的变异是“完全没有预料到的,一开始就感到困惑”,夏普说。
But on the moon, there's a wide variety in that ratio-what Sharp calls "scatter" -something that could not have happened if the moon contained significant amounts of hydrogen.
但是在月球上,这个比率变化范围很大——夏普称这个现象为“离散”- - -如果月球包含大量氢的话,这个事件是不可能发生的。
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