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Sortino ratio calculation: MAR is pre-setted, not the kind of mean of sampl, MAR WILL NOT alter the degree of freedom, why the denominator has the way to get the deviation as the samplling deviation computation? The function should be wrong, IF no return is below the MAR, whta is meaning of the function? sum o to o, makes no sense to the function. so, T sould be sums from 1, not zero, to a certain count. thanks!
已回答Sortino ratio calculation: MAR is pre-setted, not the kind of mean of sampl, MAR WILL NOT alter the degree of freedom, why the denominator has the way to get the deviation as the samplling deviation computation?
已回答老师,为什么这里面的r=0.1,不是0.2。就是这句话不是说6个月远期收益为2%吗?而且不是应该是0.039-q吗?收益不是0.2吗?不是相当于q=0.2吗?为什么是r?希望老师能讲一下这个题,谢谢了。









