GoGoFund--何謂夏普指數(Sharpe Ratio)？ 何謂夏普指數（Sharpe Ratio）？ 投資學有一個鐵律，即投資標的的預期報酬越高，投資人所能忍受的波動風險越高；反之，預期報酬越低，波動風險也越低。所以 ...
夏普比率 - MBA智库百科 夏普比率計算公式 夏普比率計算公式：＝[E(Rp)－Rf]/σp 其中E(Rp)：投資組合預期報酬率 Rf ... 8、計算上，夏普指數同樣存在一個穩定性問題：夏普指數的計算結果與時間跨度和收益計算的時間間隔的選取有關。 儘管夏普比率存在上述諸多限制和問題，但 ...
Sharpe Ratio Definition | Investopedia A ratio developed by Nobel laureate William F. Sharpe to measure risk-adjusted performance. The Sharpe ratio is calculated by subtracting the risk-free rate ...
元大風險管理e學苑 | Sharpe Ratio Sharpe Ratio 即是一個風險調整後報酬率的經典指標之一。 但由於夏普比率建構於常態分配的假設上，當基金報酬率不為常態時有可能產生偏誤 ...
何謂夏普指數（Sharpe Ratio）？ - 色彩繽紛的ⓑⓔⓣⓣⓨ王國 - 無名小站 報酬率的標準為銀行定存利率；目前以過去12個月的資料計算得之。計算公式為：Sharpe Ratio = ( x - Rf ) / e 。 0 推薦此文章 推 收 分享在我的Facebook 分享在我的Plurk 分享在我的即時通 發文 Today's Visitors ...
The Sharpe Ratio Defined - Morningstar The Sharpe ratio uses standard deviation to measure a fund's risk-adjusted returns. The higher a fund's Sharpe ratio, the better a fund's returns have been ...
Sharpe Ratio - Russell Investments a global asset manager Sharpe Ratio Developed by William F. Sharpe, this calculation measures a ratio of return to volatility. ...
Sharpe Ratio Definition - What is a Sharpe Ratio - Sharpe Ratio Calculation - The TeenAnalyst.com Difference between sharpe ratio, Sharpe ratio standard deviation, How to calculate sharpe ratio ... ...
Sharpe Ratio Definition | Finance Training Society Tags: Sharpe Ratio, Sharpe Ratio Definition, Sharpe Ratio Calculation, Sharp Ratio, Sharpe Ratios, Sharpe ...
Sharpe Ratio - Portfolio Management Software - Fund Manager Sharpe Ratio is a measure of the risk-adjusted return of an investment. It is desirable to have a high ...
