AnegativeSharperatiomeanstheportfoliohasunderperformeditsbenchmark.Allotherthingsbeingequal,aninvestortypicallyprefersahigherpositive ...,TheSharpeRatioisameasureofrisk-adjustedreturn,whichcomparesaninvestment'sexcessreturntoitsstandarddeviationo...
淺談夏普值(Sharpe Ratio)
- 資訊比率
- sharpe ratio beta
- 資訊比率 information ratio
- information ratio vs sharpe ratio
- sharpe ratio
- sharp ratio
- beta sharpe ratio
- information ratio中文
- information coefficient
- beta and sharpe ratio
- sharp ratio
- information gain ratio
- sharpe ratio beta
- information ratio formula
- what is the sharpe ratio of a portfolio
- sharpe ratio
- information ratio定義
- information ratio
- sharpe ratio information ratio
- information ratio 公式
- beta sharpe ratio
- information ratio
- tracking error
- capm
- 資訊比率 information ratio公式
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。
** 本站引用參考文章部分資訊,基於少量部分引用原則,為了避免造成過多外部連結,保留參考來源資訊而不直接連結,也請見諒 **