The finding also indicates that the loser portfolio possesses a higher Sharpe ratio, that is, the loser portfolio enjoys a higher rate of return under each unit of investment risk.
英
美
- 最后,本研究亦发现输家在面对每单位风险下的获利能力高于赢家,能够享有较高的报酬率,而且承担较小的风险。