The commonly used appraisal indexes of risk and benefit of open-ended funds including Sharpe index,Treynor index and Jensen index.
开放式基金常用的风险收益评价指标有夏普指数、特雷诺指数和詹森指数,本文比较分析了上述三个指数的适用限制,指出我国开放式基金业绩评价,宜采用“下跌风险”作为度量风险的评价指标来调整基金的投资收益,比上述三个指数更易于作出符合我国资本市场实际的行为金融理论解释。
Bootstrap Estimate and Test the Difference of Sharpe Ratios between Two Populations of Portfolio;
两总体最优夏普指数差异的Bootstrap区间估计及假设检验
Dam-breach consequence synthetical function is applied to estimate risk index to evaluate dam risk.
引入溃坝后果综合评价函数,计算水库风险指数,作为衡量水库风险大小的指标。
In this paper, the author will introduce an applied method for achieving risk index in project system exertion, which utilize some TPMs to do that.
本文介绍一种利用常规技术执行评测手段,获得项目系统运行风险指数的方法。
This model adopts the evaluation policy from bottom to top and from local to global, calculates the risk indexes of service,.
该方法在攻击频率及攻击严重性的统计分析基础之上,利用服务和主机自身的重要性因子进行加权,计算网络系统内服务、主机以及整个网络系统的风险指数,进而评估分析安全态势。
In the system,the risk of a investment(VaRP) can be classified to the risk of index(VaRI) and the risk of relative prices of stocks.
将在引入股票相对价格的基础上构建了VaR风险控制体系,将投资风险VaRP分解为大盘指数风险VaRI和股票相对价格的风险VaRS之和,并给出了此风险控制体系在投资组合方面的基本应用方法。
Bootstrap Estimate and Test the Difference of Sharpe Ratios between Two Populations of Portfolio;
两总体最优夏普指数差异的Bootstrap区间估计及假设检验
The new method has overcomed the shortcomings of the Expectation-Variance Method and Sharpe's Index Method, and avoids the inconvenience of constructing utility function to a certain extent as well.
该方法既克服了期望值－差法和夏普指数法的不足，又在一定程度上避免了效用函数构造的困难。
Standard and Poor's 500 Index
标准普尔500指数
Subsequently, Sharpe raised the Single Index Model and Capital Asset Pricing Model, Ross founded the Multifactor Model.
随后夏普建立了资本资产定价模型和单指数模型,罗斯等人建立了套利定价多因素模型。
Australia All Ordinaries Index
澳洲所有普通股票指数
Researches on Reliability and Validity of Rorschach Suicide Constellation(S-CON);
罗夏测验自杀指数的信度和效度研究
ECC Forecasting of Drought Index over Southeastern China in Summer;
我国东南夏季干旱指数的ECC预测方法
The Definition of Plateau Summer Monsoon Index and Analysis on Its Characteristics
高原夏季风指数的定义及其特征分析
Summer Load Characteristic Analysis Based on Body Comfort Index
基于人体舒适度指数的夏季负荷特性分析
Development of Relative Comfort Index for Assessing Heat Stress in Shanghai Summer
衡量上海夏季暑热程度的相对舒适度指数研究
Circulation Indices and Distribution Characteristic Quantities of Summer South Asian High;
夏季南亚高压环流指数及分布特征量研究
The Varation of the Rorschach Depression Index before and after the Treatment of Depression;
罗夏测验抑郁指数在抑郁症治疗前后的变化
A Set of Circulation Indices for Summer South Asian High and Their Preliminary Analyses
夏季南亚高压的一组环流指数及其初步分析
AN EAST ASIAN SUBTROPICAL SUMMER MONSOON INDEX DEFINED BY MOIST POTENTIAL VORTICITY
用湿位涡表征的东亚副热带夏季风指数
Standard and Poor's Stock Price Indexes
标准及普尔股票价格指数
New York Stock Exchange common stock index
纽约证券交易所普通股票指数
Financial Times Industrial Ordinary Share Index
金融时报工业普通股指数
At midday, the index was 0.77 per cent at 1,574.52.
截至午盘，标准普尔500指数涨0.77%，至1574.52点。