English translation for "sharpe ratio"
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- 比率
Related Translations:
- Example Sentences:
| 1. | Creative indicator for evaluation of funds performance - based on sharpe ratio improvement and empirical study on chinese investment funds
指数的改进及中国基金业的实证研究 | | 2. | In chapter three , the author adopt conventional risk indices including p , bp and full range , and such portfolios management evaluation ratios as jenson ' s alpha , treynor ratio and sharpe ratio to evaluate risk - adjusted investment performance and relevant risk indices of value stock portfolio and of glamour stock portfolio in buy - hold average returns ( bhars ) and average monthly returns ( amrs ) term
在文章的第三章，作者利用传统的风险指标。 ， ?刀，和全距以及夏普指数、特雷诺指数和詹森指数对上述持有期为一年的一维、二维等权和权重价值反转投资策略的价值投资组合和魅力投资组合的风险和投资业绩进行了计算，同样从买入并持有收益率和组合月均收益率两个角度入手。 | | 3. | This paper precedes analysis by examples on investment income in shanghai and shenzhen stock market from 1994 to 2005 by investment strategies with financial ratios as decision basis , inspecting average rate of return of various investment strategies , standard deviation for investment income , sharpe ratio of reward to risk , and analysis on these results . financial ratios in research include : price - to - book ratio , price - to - earnings ratio , price - to - sales ratio
本文主要对以相对估价法为决策依据的投资策略在沪深两地a股市场1994年至2005年的投资收益进行实证分析,考察各种投资策略在这11年间的总收益、年度复合收益率、收益标准差、收益的夏普风险指数,并对结果进行了分析。 |
- Similar Words：
- "sharpcut-off" English translation, "sharpcut-offpentode" English translation, "sharpe" English translation, "sharpe lake" English translation, "sharpe of my heart" English translation, "sharpeak" English translation, "sharped dental curet" English translation, "sharped edged sampler" English translation, "sharped maxillary antrum cannula" English translation, "sharpeddentalcuret" English translation
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