邵同學(xué)
2024-01-14 13:08Richard whether there is a particular appraisal measure that he prefers. Richard describes a ratio that computes the expected return on an investment less a target return divided by a standard deviation measurement that is based on performance below the target return.老師您好，為啥這個(gè)是描述sortino ratio的，分母不是standard deviation嗎
所屬：CFA Level III > Trading, Performance Evaluation, and Manager Selection 視頻位置 相關(guān)試題
來(lái)源： 視頻位置 相關(guān)試題
1個(gè)回答
開(kāi)開(kāi)助教
2024-01-15 15:44
該回答已被題主采納
同學(xué)你好，題干說(shuō)了，這個(gè)standard deviation的計(jì)算是 based on performance below the target return.
這個(gè)描述的就是semi-deviation，即sortino ratio的分母。
如果答疑對(duì)你有幫助，【請(qǐng)采納】喲~。加油，祝你順利通過(guò)考試~
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