搜索结果: 1-1 共查到“管理学 Sharpe ratio”相关记录1条 . 查询时间(0.031 秒)
Estimation errors of the Sharpe ratio for long-memory stochastic volatility models
long memory stochastic volatility Sharpe ratio
2010/4/27
The Sharpe ratio, which is defined as the ratio of the excess expected
return of an investment to its standard deviation, has been widely cited
in the financial literature by researchers and practit...