Sharpe ratio

短语

词形变化

Sharpe ratios 复数 Sharpe ratios

释义与例句

n.
  1. 1.

    A ratio that measures the excess return (or risk premium) per unit of deviation in an investment asset or a trading strategy, used to examine the performance of an investment by adjusting for its risk.

    商务 金融

词源

Named after William F. Sharpe (born 1934), American economist.

来源:wiktionary