夏普比率

参照一篮子期权的几何平均B-S期权定价模型，给出了基于实物期权的多项土地资源储备与开发的算术平均收益的夏普比率优化目标函数。

The objective Sharpe ratio function of land development arithmetic average value portfolio is deduced based on the geometric average B-S model of the basket options in the paper .

就像经验丰富的基金经理长期以来采用夏普比率（sharpe）投资回报与相关风险的比率来衡量绩效一样，政策制定者必须学会对宏观经济表现进行风险调整。

Just as sophisticated fund managers have long measured their performance by some version of the Sharpe ratio returns divided by the risks taken to generate them so policy makers must learn to risk-adjust macroeconomic performance .

总体而言，由于其较高的夏普比率以及与市场收益的低度相关性，IPO申购是一个很好的投资工具。

In general , it is a good investment tool , for its high Sharp ratio and low correlation with market return .

我和同事莱昂内尔佩奇（lionelpage）研究了2005-2007年间一组男性高频交易员的夏普比率。

I and my colleague Lionel page looked at the Sharpe ratios of a group of male high-frequency traders between 2005 and 2007 .

基于小波分析的多期夏普比率及实证研究

Multi-horizon Sharpe Ratios Based on Wavelet Analysis and Empirical Study

是交易员越来越出色，还是雇主在不断淘汰夏普比率低的交易员？

Were the traders getting better or were employers culling low Sharpe traders ?

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？

How were these traders harnessing a high-testosterone / high-risk style of trading into high Sharpe ratios ?

想要达到比凯恩斯更高的夏普比率正如一些对冲基金经理希望的那样就像是追逐不可能实现的梦想。

Aiming for anything higher than that , as some hedge fund managers do , is to chase the impossible dream .

包括如何利用时间加权方法计算投资回报率，以及利用夏普比率对投资组合业绩进行风险调整。

Including how to make use of time-weighted rate of return on investment method , and the use of Sharpe Ratio of portfolio risk-adjusted performance .

我们发现，在我们研究的这两年内，交易员的夏普比率大幅提高。这表明他们在不断学习如何提高单位风险的盈利。

We found traders increased their Sharpe ratios significantly during the two years of the study indicating they were learning to make more money per unit of risk .

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。

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 .

在夏普比率下的再保险最优化模型的讨论中，依据基本的优化思想，采用定量与定性分析相结合的方法，得出保险风险组合与财务风险组合下的最优化结论。

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 .

同时，风险水平一定时，组合夏普比率的变化也表明，在不同的流动性约束水平下，风险较高的组合不一定能实现较高的夏普比率。

Meanwhile , under certain risk levels , the change of sharpe ratio showed that under the different liquidity constraint levels , the higer risk portfolio may not get the higher sharpe ratios .

从原保险人利用再保险转移风险的目的出发，本文集中讨论了均值方差原理、效用原理及夏普比率（风险收益比率）下的再保险最优化模型，三种原理的含义、基本思想及所适用的条件。

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 .

本文运用经典的夏普比率、特瑞纳比率、詹森阿尔法对31只证券投资基金及其基金组合在2004年1月14日&2005年6月30日期间的绩效表现进行了较为全面的衡量。

This article utilizes classics the Sharp ratio , the especially auspicious atrium ratio , the Johnson alpha to 31 negotiable securities investment fund and its the fund combination in January 14 , 2004 - June 30 , 2005 the period Achievements performance has carried on a more comprehensive weight .