"A ratio developed by Nobel Laureate William F. Sharpe to measure risk-adjusted performance. It is calculated by subtracting the risk-free rate from the rate of return for a portfolio and dividing the result by the standard deviation of the portfolio returns.
..." Sharpe ratio: Definition and Much More from Answers.com
- Understanding The Sharpe Ratio (Investopedia)
2008년 6월 13일 금요일
Sharpe ratio
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