sharpe ratio 中文意思是什麼
sharpe ratio
解釋
比率-
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，作者利用傳統的風險指標。 ， ?刀，和全距以及夏普指數、特雷諾指數和詹森指數對上述持有期為一年的一維、二維等權和權重價值反轉投資策略的價值投資組合和魅力投資組合的風險和投資業績進行了計算，同樣從買入並持有收益率和組合月均收益率兩個角度入手。 -
With the perspective of risk transferring, this thesis focuses on discussing the reinsurance optimization model under mean - variance principle, utility theory and sharpe ' s ratio, their meanings, basic ideas and conditions applicable. at present, china has been a member of wto
從原保險人利用再保險轉移風險的目的出發，本文集中討論了均值方差原理、效用原理及夏普比率（風險收益比率）下的再保險最優化模型，三種原理的含義、基本思想及所適用的條件。 -
2. during the discussion of reinsurance optimization under sharpe ' s ratio, it derives the conclusions of optimization with the combination of insurance risk and financial risk through quantitative and qualitative analysis
在夏普比率下的再保險最優化模型的討論中，依據基本的優化思想，採用定量與定性分析相結合的方法，得出保險風險組合與財務風險組合下的最優化結論。 -
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
本文主要對以相對估價法為決策依據的投資策略在滬深兩地a股市場1994年至2005年的投資收益進行實證分析，考察各種投資策略在這11年間的總收益、年度復合收益率、收益標準差、收益的夏普風險指數，並對結果進行了分析。 -
Creative indicator for evaluation of funds performance - based on sharpe ratio improvement and empirical study on chinese investment funds
指數的改進及中國基金業的實證研究 -
Chapter 4 discusses reinsurance optimization model under sharpe ' s ratio and the conditions applicable, it derives more general model
第四章討論了夏普比率下的再保險最優化模型及其適用條件，推出了更一般的模型。 -
Through comparing with the advantage and disadvantage of pure earning method ( per net capital, investment earning ratio ) and risk - adjusted method ( jensen index, treynor index, sharpe index, m2, t - m model, h - m model, morning star ). the paper point out the existing problem on the performance measurement of equity investment fund
其次，對證券投資基金績效的評價方法進行綜合性介紹；主要介紹傳統的純收益法（如：基金單位凈資產，基金的投資收益率）和現代的風險調整法（如：詹森指數、特雷利諾指數、夏普指數、 m2指標、 t ? m模型法、 h ? m模型法、晨星法）以及數據包絡分析方法。
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