Terme préférentiel
Sharpe ratio
Type
Type d'entrée- Descriptor
Concept générique
Concept générique (TG)Variante
Synonymes pour le concept.- Reward-to-variability ratio
Note d'application
Notes sur l'utilisation et la couverture de ce concept.- A key figure which sets the excess return of a portfolio compared to the risk-free interest rate in relation to volatility.
UseInsteadNote
The note consists of a blank node. It contains a rdfs:value literal which designates the aspect and a rdfs:seeAlso link to the concept which should be used instead.Traductions
Termes du concept dans d'autres langues.allemand
- Sharpe Ratio
- Sharpe-Maß
URI
http://zbw.eu/stw/descriptor/30517-1