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AnegativeSharperatiomeanstheportfoliohasunderperformeditsbenchmark.Allotherthingsbeingequal,aninvestortypicallyprefersahigherpositive ...,TheSharpeRatioisameasureofrisk-adjustedreturn,whichcomparesaninvestment'sexcessreturntoitsstandarddeviationo...
淺談夏普值(Sharpe Ratio)
- information ratio定義
- Active risk and information ratio
- sharpe ratio beta
- sharp ratio
- beta sharpe ratio
- sharpe ratio beta
- excess returns
- sharpe ratio information ratio
- treynor ratio
- information ratio 公式
- information ratio vs sharpe ratio
- tracking error
- information ratio
- what is the sharpe ratio of a portfolio
- sharpe ratio information ratio
- 資訊比information ratio
- information ratio
- 資訊比率
- beta and sharpe ratio
- share ratio
- 資訊比率 information ratio
- sharp ratio
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- excess return
- information ratio 基金
股票報酬一般來說因為常有離群值,因此假設其服從常態分配是不合理的。但夏普值是在給定股票價格服從常態分配的一個衡量,因此將低估股票的風險。
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