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日期:2025-05-09
In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe ... For
an example of calculating the more commonly used ex-post Sharpe ratio - which
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日期:2025-05-07
To calculate a fund's Sharpe ratio, first subtract the return of the 90-day Treasury
bill from the fund's returns, then divide that figure by the fund's standard ......
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日期:2025-05-07
In finance, the Sharpe ratio (also known as the Sharpe index, the Sharpe measure, and the ......
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日期:2025-05-11
夏普比率(Sharpe Ratio),又被稱為夏普指數--- 基金績效評價標準化指標現代投資
... 5、夏普比率是線性的,但在有效前沿上,風險與收益之間的變換並不是線性的。...
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日期:2025-05-06
夏普比率(Sharpe Ratio),又被称为夏普指数--- 基金绩效评价标准化指标现代投资
... 5、夏普比率是线性的,但在有效前沿上,风险与收益之间的变换并不是线性的。...
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日期:2025-05-06
Since the Sharpe ratio was derived in 1966 by William Sharpe, it has been one of
... you a better understanding of how this ratio works, starting with its formula: ......
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日期:2025-05-07
Expanded Definition The Sharpe ratio, which was developed by William Forsyth Sharpe, helps investors put risk into meaningful context. Two different investments may have very different risk profiles, but an investor may be quite comfortable taking on that...
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日期:2025-05-06
donde es el rendimiento de la inversión en cuestión; es el rendimiento de una inversión de referencia, como por ejemplo la tasa de interés libre de riesgo; es el valor esperado del exceso de rendimiento de inversión comparado con el retorno de la inversió...