Searched +refs:SR +refs:StdDev +refs:MM (Results 1 – 2 of 2) sorted by relevance
241 * GES.MM242 * GVaR.MM 243 * mES.MM254 * SR.GES.MM255 * SR.GVaR.MM256 * SR.mES.MM257 * SR.mVaR.MM258 * SR.StdDev.MM329 StdDev.MM332 M3.MM[all …]
635 > ### CoSkewness CoKurtosis M3.MM M4.MM881 > m3 <- M3.MM(edhec)882 > m4 <- M4.MM(edhec)1358 portfolio.returns (SR > 0.26 )1809 Convertible Arbitrage (SR > 0.23 )1863 portfolio.returns (SR > 0.26 )4768 > m3 <- M3.MM(edhec)4769 > m4 <- M4.MM(edhec)4940 $StdDev5052 > m3 <- M3.MM(edhec)[all …]