sharpe 中文意思是什麼

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。

Then sharpe, linter, mossion and ross, etc. developed markowitz ' s mean - variance model, leaded to standard investment models like capital asset pricing model ( capm ), single - index model and arbitrage pricing theory ( apt )

后經sharpe ， litner ， mossion和ross等人發揚光大，提出了capm ， apt等標準投資模型，完成了資本資產定價的問題。

Using the net assets per capital, the investment return rate, the t - m model, the h - m model, the single factor evaluating model which consists of the treynor index, the jensen index, the sharpe index and the square m index, we evaluate the performance of the twelve mutual funds. and we come to the following conclusions : ( 1 ) after the modification of the risk factor, our mutual funds in the recent one year outguess the market ; ( 2 ) better performance comes from the aid of the government, the improvement of the investment environment and the hard, smart work of the managers especially in the way of selecting some securities in the capital market. ( 3 ) though we make progress, there are still many problems which prevent the further development of our mutual funds such as the devise of the management fee and the characteristics of different funds, all of them divided into the subjective ones and the objective ones

通過使用投資基金單位凈資產和投資收益率指標、單因素整體績效評估模型，包括treynor指數、 jensen指數、 sharpe指數和業績的m ~ 2測度以及t - m 、 h - m模型對12隻樣本基金進行實證研究，實證研究表明： （ 1 ）經過風險調整后，在最近的一年中，我國證券投資基金的業績總體上優於市場基準組合； （ 2 ）基金業績的提高得益於管理層的重視、投資環境的改善和基金經理的經營，而基金經理的良好業績是通過一定的證券選擇來獲得的； （ 3 ）已成為證券市場上舉足輕重力量的基金在發展過程中雖然取得了一定的成績但其進一步發展還面臨著許多問題，有主觀存在的諸如管理費率的設定、基金風格方面的問題等等，也有客觀存在的諸如證券市場現階段的不完善等等，所以，我們應該抓住《證券投資基金法》問世帶給基金業發展的契機，大力促進證券投資基金規范發展，採取各種措施做大、做優和做強基金業。

Under this frame, investor ' s property choice is transformed to linear programming question. sharpe, lintner, and black considered the market condition if all investors follow markowitz ‘ s definition of the investor, proposed the famous capital asset pricing model ( capm )

我們注意到在capm之後關于證券定價的線性模型朝著多因素模型的方向發展，假設條件的改變使得定價中必須包含除系統性風險以外的因子。

Martha crenshaw & john pimlott, encyclopedia of world terrorism, vol. 3, m. e sharpe. inc. 1996

《簡明不列顛百科全書》第4卷，中國大百科全書出版社1985年版，第817頁

The nobel prize in economics : william forsyth sharpe

諾貝爾經濟學獎-威廉夏普

In an attempt to offer an example, i ask the reader to consider the domain of image conversions and the hypothetical business entity of sharpe images and its image conversion product, convert - it

在嘗試提供一個示例時，我要求讀者考慮圖像轉換的范圍，以及sharpe images （ si ）的假設商業實體和它的圖像轉換產品- - convert - it 。

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。

Carl riskin, renwei zhao and shi li, china ' s retreat from equality : income distribution and economic transition. new york : m. e. sharpe, 2001

布倫納， 「中國農村財產分配的重新考察」 ，載趙人偉、李實、李思勤主編《中國居民收入分配再研究》 。北京：中國財政經濟出版社， 1999年。

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。

On the aspect of performance appraisal, western countries has accumulated abundant research outcomes, among which the most famous methods are treynor index, sharpe index and jensen index based on the asset portfolio theorem and capital and asset pricing model

在業績評價這方面，西方國家積累了大量的研究成果，其中最著名的是基於資產組合理論和資本資產定價模型的特雷諾指數、夏普指數和詹深指數等。

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

Louise sharpe, from the university of sydney in australia, and colleagues note in the medical journal arthritis & rheumatism

系統性紅斑狼瘡即通常所稱的狼瘡，僅僅外表看來似乎就可以預示抑鬱的發生。

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。

In the field of securities investment, earning rate, standard deviation, sharpe index, treynor index and jensen index are five important indexes for assessing fund performance

摘要在證券投資領域中，收益率、標準差、夏普指數、特雷諾指數和詹森指數是評價基金績效的五個重要指標。

With global financial markets growing, theoretical research went deeper and deeper, such as markowitz ’ s diversification theory, william sharpe ’ s capm, and the most popular var

隨著全球金融市場的發展，經濟、金融界關于風險管理的理論研究也不斷深入:從馬柯維茨的證券投資組合理論到威廉

Using the investment return rate, the t - m model, the h - m model and the single factor evaluating model sharpe index we evaluate the performance of the twenty - three mutual funds

截止到2006年1月，已有43家基金管理公司成立，成功發行的基金已達204隻，其中封閉式投資基金達54隻，開放式投資基金有150隻。

Some of securities investment fund is evaluated by fund rate of return, treynor index, jensen index and sharpe index in this article. there is any conclusion according analyzing evaluation of performance in the article

根據國內的現實情況，採用應用較為廣泛、成熟的基金收益率、特雷諾指數、詹森指數、夏普指數對部分基金進行了評價。

In the beginning, the main appraisal methods are summarized in western countries, which are treynor index, sharpe index and jensen index based on capital and asset pricing model and multi - factors model

首先概括了西方投資基金業績評價的主要方法，建立於capm模型基礎上的特雷諾指數、夏普指數和詹深指數的單指數模型和多因素的業績評價模型。