Ratio de Sharpe une mesure simple et efficace du risque et du rendement ...
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Le ratio de Sharpe, du nom du lauréat du prix nobel William F. Sharpe, est une mesure qui quantifie le rendement ajusté au risque d'un investissement. Il permet d'évaluer si le rendement excédentaire obtenu par un actif justifie le risque supplémentaire pris.
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