KudoZ home » English to Dutch » Finance (general)

bounded sharpe ratio

Dutch translation: begrensde Sharpe ratio

Login or register (free and only takes a few minutes) to participate in this question.

You will also have access to many other tools and opportunities designed for those who have language-related jobs
(or are passionate about them). Participation is free and the site has a strict confidentiality policy.

GLOSSARY ENTRY (DERIVED FROM QUESTION BELOW)

English term or phrase:	bounded sharpe ratio
Dutch translation:	begrensde Sharpe ratio
Entered by:	TMJS

Options:
- Contribute to this entry
- Include in personal glossary

06:17 Jun 16, 2011

English to Dutch translations [PRO]
Bus/Financial - Finance (general)

English term or phrase: bounded sharpe ratio

Context:

Expected return approaches:
Government bonds: yield curve linked closely to macroeconomics
Equities: expected returns incorporate mean reversion in valuations
Credit: ratings migration model to underpin expected returns
Commodities: mean reversion in spot returns
Alpha strategies: bounded* Sharpe ratio drives expected returns
Currency: differences in exchange rates and interest rates as main drivers of returns

* A “bounded” Sharpe ratio is smoothed to remove the impact of any extreme values

Ik ben op zoek naar de vertaling van 'bounded'. Ik denk aan 'begrensd' maar kan hiervan geen bevestiging vinden. Bij voorbaat dank voor suggesties!

TMJS KudoZ activity Questions: 341 (2 open) (19 without valid answers) (10 closed without grading) Answers: 101
Local time: 19:42

begrensde Sharpe ratio

Explanation:
Denk ik: het betreft in elk geval de Sharpe ratio.

Sharpe Ratios and Bounds (zie formules)
http://www.princeton.edu/~markus/teaching/Fin501/06Lecture.p...

En dit artikel gaat over begrensde en onbegrensde staarten in verdelingen.
http://www.ci-jaarcongres.nl/taleb_mca_oktober_2007.pdf