夏普比率越高,表明在承担相同风险水平下,投资组合的回报越高。 VaR 是一种衡量潜在损失的统计方法,它估计在给定置信水平下,投资组合在特定时间内的最大可能损失。公式如下: \[ VaR = \mu - Z \sigma \] 其中,\( \mu \) 是投资组合的平均回报,\( Z \) 是标准正 ...
Air China on Tuesday operated the maiden commercial flight of its first home-made C919 aircraft, becoming the second airline in China to use the aircraft after China Eastern Airlines. This is believed ...