risk-return ratio
常见例句
- This optimal Sharpe ratio is one measure for how good the best portfolio can be for a specific set of assets, identifying the best return on a risk-adjusted basis.
这个最佳 Sharpe 比率表示最佳投资组合对于特定资产集的效果如何,由此在风险调整的基础上识别出最佳回报。 - Book-to-market ratio, fund size, fund managers risk tolerance and the investors'risk tolerance can't explain the cross-section return difference for fund heavy holding stock.
基金获得的信息量与股票的收益率正相关;账面市值比、基金的规模、基金经理的风险容忍度、投资者的风险容忍度均不能充分解释基金重仓股的截面收益差异。 - This paper constructed a new index: risk-return tradeoff ratio (RRTR), for portfolio selection, based on a premise that the reason of investors bearing the risks is to gain the super returns.
本文根据投资者冒风险是为了获得超过无风险收益的超额收益这一基本假定,构造了风险收益抵换率这一指标作为投资者进行资产选择的基础。 - By actively managing its credit portfolio using the analytics capabilities, the bank has improved its risk-return ratio, and it is better positioned to pursue growth opportunities and to understand the contingencies when capital is in short supply.
FORBES: Risk Management Comes of Age - The report found strong evidence that involvement of financial advisors results in inferior risk-return trade-offs, as measured by the Sharpe ratio, regardless of advisory model.
FORBES: Why Advisors Don't Add Value - The Forbes Best Buy rankings aim somewhere down the middle: We give equal weight to a measure of risk-adjusted return and to that element of the hurdle that is publicly reported, the expense ratio.
FORBES: The hidden cost of trading 返回 risk-return ratio