Panel regression results derived from ratings based on EU-E (λ = 0.75) where the Sharpe ratio measures out-of-sample performance.
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Panel regression results derived from ratings based on EU-E (λ = 0.75) where the Sharpe ratio measures out-of-sample performance.
基于EU-E(λ=0.75)得到的评级所衍生的面板回归结果,其中夏普比率(Sharpe Ratio)用于衡量样本外表现。
创建时间:
2019-04-19



