释义 |
Sharpe ratio 基本例句 夏普比率 But there was no link between the hormone and their trading skills, as measured by theSharpe ratio.根据“夏普比率”详见下文,睾丸激素与交易技能毫不相干。 The volatility of the momentum index was rather higher but the Sharpe Ratio was still better than the Russell index.势道指数的波动相当高,但夏普比率超额回报除以波动性仍然优于拉塞尔指数。 More usefully, the data also suggest that banks could use an improvingSharpe ratioover 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。 In addition, VaR can measure the down-side risk which investors particularly care about and improve theSharpe ratio, thereby exhibiting the risk characteristics faced by venture capital firms.除此之外,运用风险值衡量投资人所关心之下方风险予以改良夏普比率,可同时将创投公司之经营绩效与其所面临风险之特性同时表现出来。 The finding also indicates that the loser portfolio possesses a higherSharpe ratio, that is, the loser portfolio enjoys a higher rate of return under each unit of investment risk.最后,本研究亦发现输家在面对每单位风险下的获利能力高于赢家,能够享有较高的报酬率,而且承担较小的风险。 |