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- 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。
- 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。
- 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?
- Structure sharpe ratio based coherent risk measure 基于相容风险测度的结构夏普比率
- 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 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
- The sharp stones lacerated his feet. 尖石把他的脚划伤了。
- You need a sharp knife to cut through the knot. 你需用快刀才能把结切断。
- You'd better look sharp or you'll be late. 你得赶快,不然就晚了。
- It was very sharp of you to have noticed that. 你注意到了这一点是够机灵的。
- Mr Sharp ceded his stock holdings to his children. 夏普先生将他的股票过户给他的子女。
- His epigrams were as sharp as razors. 他的俏皮话像剃刀一样锋利。
- I cut my finger on a sharp stone. 我的手指被一块锋利的石头划破了。
- That woman has a very sharp tongue. 那个女人说话非常尖刻。
- He was struck dumb by her sharp question. 他被她那尖锐的问题弄得哑口无言。