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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
- structure sharpe ratio 结构夏普比率
- But there was no link between the hormone and their trading skills, as measured by the Sharpe ratio (of which more later). 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 (excess return divided by volatility) 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 improving Sharpe ratio over 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。
- The out-of-sample performance of the Statistical Arbitrage model is sensitive to the movement of cost very much.The institutional investors' annualized Sharpe Ratio is 1.3. 样本外绩效对交易费用水平的变动非常灵敏,机构投资者的年夏普比为1.;3。
- In addition, VaR can measure the down-side risk which investors particularly care about and improve the Sharpe 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 higher Sharpe 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。
- How were these traders harnessing a high-testosterone/high-risk style of trading into high Sharpe ratios? 这些交易员如何利用高睾丸激素/高风险的交易风格,获得较高的夏普比率?
- It demonstrates the connectionbetween an information ratio and a sharp ratio, designates the applying conditions andchoosing tenets of differential composite performance evaluation methods. 文章论证了信息比率与夏普比率之间的关系,指明了不同合并表现评价方法的适用条件和选择原则。
- A Further Study on the Use of the Generalized Sharpe Ratio 对广义夏普准则应用问题的进一步研究
- The two halves of the structure didn't marry up. 该结构的两部分未配合好。
- The research of real estate portfolio based on sharpe ratio 基于夏普比率的房地产投资组合优化模型研究
- High winds put great stress on the structure. 大风作用于该建筑物上而产生巨大的应力。
- The structure had keeled over in the high winds. 那座建筑物让大风给刮倒了。
- A fan-shaped anatomical structure. 扇形器官扇形的解剖结构
- A secluded structure, such as a bower, in a garden. 凉亭一种在花园中建造的隐蔽性建筑物,如凉亭
- The microscopic structure of tissue. 组织机构组织的微观结构
- We visited the museum, a steel and glass structure. 我们参观了博物馆,它是一座钢和玻璃的建筑物。
- We know a lot about the structure of genes now. 如今我们对基因的结构有了较多的了解。