sharpe

  • 网络夏普;夏普指数;沙普

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sharpe

夏普

夏普 (SHARPE)指数是该基金过去一年或二年的平均月报酬率除以平均一个月的定存利率 (无风险报酬),数值越高,表示该 …

夏普指数

夏普指数SHARPE),平均每月的回报率在过去的一年或两年除以平均1个月存款利率(无风险回报率),更高的价值,更高 …

沙普

片子讲述沙普Sharpe)在拿破仑战争时期,迫于生计,加入英军对抗法国人,并成为一名英雄人物的故事。沙普是一个名不 …

夏普指标

...3.下面哪个指标不是风险调整收益指标?( ) A,夏普指标(Sharpe) B?詹森指标(Jensen) C,Stutzer 指标 D.算术平均收益率 …

夏普值

夏普值Sharpe)为计算基础。值落点愈向外,则表示该项基金可以获得的超额报酬表现愈好。

比率是夏普

使用方式: 该比率是夏普(Sharpe)在1966年所发表"共同基金绩效"一文,文中提到结合报酬与变异观念的指标,故称为夏普比 …

夏普比

从风险—收益两维角度来看:夏普比(Sharpe) 、特雷诺指数(Treynor ) (见表4) 说明:在单位风险的额外收益方面,基金和组合优于 …

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But Sharpe thinks such a scenario is unlikely: "Bald eagles tend to feed on what's most prevalent in the environment, " he said. 但夏普认为,这种局面不可能出现:“白头海雕倾向于选择最普遍的食物来源,”他说。
2
I mean, who really wants to talk Sharpe ratios [for measuring risk-adjusted performance] all day long, except the banker. 我是说,除了银行家以外,谁真的喜欢成天谈论夏普比率(Sharperatio)(衡量经风险调整的业绩)呢?
3
Compared with Treynor index, Sharpe index and Jensen index, this paper analyse the correlative coefficient between them. 并将结果与经典的特雷诺指数、夏普指数和詹森指数进行了操作上、数值上的比较,分析了两两相关系数。
4
But if you are a fan of Sharpe ratios and information ratios feel free to ask your adviser for these. 但如果你是夏普比率(Sharperatio)和信息比(informationratio)的拥护者,那你尽可以向你的投资顾问索要这些指标。
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Sharpe Publishing Co. , offers an objective and analytical account of the economic issues facing China. Sharpe出版公司发行,提供了有关中国经济问题的客观的和分析性的观点。
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He subsequently appeared in a series of commercials where he would allude to his earlier role, saying things like, "Sharpe idea" . 紧接着他又参演了一部商业大片,在这部影片中,他之前的角色有被提到:“Sharpeidea”。
7
Rosie Sharpe from the environmental rights group Global Witness say that means the north and south will have to cooperate. 环境权利小组全球见证人罗西夏普说,这表明苏丹南部和北部将必须合作。
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The maximum Sharpe ratio for the given set of assets is the return value of the Callable task. 给定资产集的最大Sharpe比率是Callable任务的返回值。
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Again the volatility was high but the Sharpe ratio was significantly better than that of the Russell 2000. 同样,波动性极高,但夏普比率仍远远高于拉塞尔2000。
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One day, suspecting that a certain Private Sharpe was toting a liquor-laden canteen, he asked for a taste of the man's "water" . 有一天,他怀疑二等兵夏普所携水壶盛的是酒,就叫夏普把「水」拿给他喝。
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I and my colleague Lionel Page looked at the Sharpe ratios of a group of male high-frequency traders between 2005 and 2007. 我和同事莱昂内尔-佩奇(LionelPage)研究了2005-2007年间一组男性高频交易员的夏普比率。
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Were the traders getting better or were employers culling low Sharpe traders? 是交易员越来越出色,还是雇主在不断淘汰夏普比率低的交易员?
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We thought testosterone levels might predict the traders' Sharpe ratios. 我们本以为,睾丸激素含量可能会预示交易员的夏普比率。
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"It achieved nothing more than just seeing a doctor, " Sharpe says. “这个效果和随便看看医生差不多,”夏普说到。
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Besides monitoring the eagles carefully, there is little scientists can do to protect the birds, Sharpe added. 除了仔细监测白头海雕的动态之外,在保护白头海雕这一点上,科学家能做的很少,夏普说。
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The higher the variability (or risk), the lower the Sharpe. 变动(也即风险)越大,夏普比率越低。
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And Ken [Sharpe] and I certainly know that you need to reign in the bankers. 然而肯尼斯和我当然知道我们应该支配银行家的行为!
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Locals witness Carter Sharpe in action. 当地居民亲眼目睹了卡特·夏普的行动
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Sharpe's job, decoy, to distract the Feds. 夏普的职责是引诱和分散联邦警察的注意力
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The maximum Sharpe ratio initially rises but soon stops increasing at around 15 to 20 assets. 最大Sharpe比率最初上升,但是不久就在大约15到20种资产处停止增加。
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The Sharpe ratio based on annual returns was a very healthy 1. 27. 夏普比率建立在非常健康的1.27年度回报上。
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That's Ken Sharpe over there. 肯尼斯·夏普就坐在那里。
23
A trader making $100m but whose P&L regularly swings back and forth by $500m will have a low Sharpe ratio, around 0. 20. 如果一名交易员赚了1亿美元,但盈亏波动动辄就是5亿美元,他的夏普比率就会很低,为0.20左右;
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Second sharpe the exchange rate risk measurement monitoring ability. 第二提高汇率风险计量监控能力;
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The Changing Trend of FDI Patterns in China. The Chinese Economy, January-February, 2001, M. E. Sharpe, US. 《外商投资结构变化分析》,《中国经济》季刊,美国夏普出版社,2001。
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Figure 7 is a plot of the portfolio quality (maximum Sharpe ratio) as a function of the number of assets 图7是投资组合质量(最大Sharpe比率)随资产数量变化的图形
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Revised Sharpe Index for the Performance Evaluation of Securities Investment Funds 修正的Sharpe指数及其在基金业绩评价中的应用
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Empirical analysis of performance for investment fund through Sharpe ratio and decay rate 投资基金绩效评价的Sharpe指数与衰减度实证分析
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Structure sharpe ratio based coherent risk measure 基于相容风险测度的结构夏普比率
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Development Trends of Sharpe Memory Alloys 形状记忆合金的开发动向