邵同学2024-01-14 13:08:41
邵同学Richard 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.老师您好，为啥这个是描述sortino ratio的，分母不是standard deviation吗
回答（1）
开开2024-01-15 15:44:33
开开同学你好，题干说了，这个standard deviation的计算是 based on performance below the target return.
这个描述的就是semi-deviation，即sortino ratio的分母。
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