Sharpe index
label: Sharpe-Quotient @de
label: Sharpe-Verhältnis @de
label: reward-to-variability ratio
label: Sharpe-Maß @de
label: Sharpe measure
label: Sharpe ratio

Sharpe ratio
scope note: Eine betriebswirtschaftliche Kennzahl, die als ex post-Risikomaß die Überrendite eines Portfolios gegenüber dem risikofreien Zinssatz ins Verhältnis zur Volatilität setzt. @de
scope note: A key figure which sets the excess return of a portfolio compared to the risk-free interest rate in relation to volatility.
label: Reward-to-variability ratio
label: Sharpe-Maß @de
label: Sharpe Ratio @de
has broader match: Portefeuilleentscheidung
broader: Portfolio management
broader: Financial ratio
broader: B.03.03 Company statistics
broader: B.02.02 Corporate financial assets
broader: Financial economics
type: Concept
type: Descriptor
useInsteadNote: Until 2023 for literature research
useInsteadNote: Bis 2023 für Literaturrecherche
gvkppn: 1905251505
is part of: STW Thesaurus for Economics
is in scheme: STW Thesaurus for Economics

B.03.03 Company statistics
type: Thsys
type: Concept
label: B.03.03 Betriebswirtschaftliche Statistik @de
label: Company statistics
label: Betriebswirtschaftliche Statistik @de
narrower: Sharpe ratio
notation: B.03.03

has broader
sub property of: broaderTransitive
definition: Relates a concept to a concept that is more general in meaning.
comment: Broader concepts are typically rendered as parents in a concept hierarchy (tree).

alternative label
sub property of: label
definition: An alternative lexical label for a resource.
comment: skos:prefLabel, skos:altLabel and skos:hiddenLabel are pairwise disjoint properties.
comment: The range of skos:altLabel is the class of RDF plain literals.

Sharpe ratio
label: Sharpe-Quotient @de

preferred label
sub property of: label
definition: The preferred lexical label for a resource, in a given language.
comment: skos:prefLabel, skos:altLabel and skos:hiddenLabel are pairwise disjoint properties.
comment: The range of skos:prefLabel is the class of RDF plain literals.
comment: A resource has no more than one value of skos:prefLabel per language tag.

has exact match
sub property of: closeMatch
definition: skos:exactMatch is used to link two concepts, indicating a high degree of confidence that the concepts can be used interchangeably across a wide range of information retrieval applications. skos:exactMatch is a transitive property, and is a sub-property of skos:closeMatch.
comment: skos:exactMatch is disjoint with each of the properties skos:broadMatch and skos:relatedMatch.

Financial ratio
type: Descriptor
type: Concept
label: Finanzkennzahl @de
label: Accounting ratio
label: Betriebliche Kennzahl @de
label: Bilanzkennzahl @de
label: Operating ratios
label: Kennzahl zum Betriebsvergleich @de
narrower: Sharpe ratio

Portfolio management
label: Portfolioanalyse @de
label: Portfolio-Theorie @de
label: Modern portfolio theory
label: Portfolio-Selektion @de
label: Portfolio-Management @de
label: Portfolio performance
label: Portfolio-Insurance @de
label: Markowitz-Theorie @de
label: Asset allocation
label: Optimal portfolio
label: Portfoliomanagement @de
label: Portfolio optimization
label: Portfolio planning
label: Portfolio selection
label: Portfolio choice
label: Portfolio insurance
type: Concept
type: Descriptor
narrower: Sharpe ratio

has broader match
sub property of: mappingRelation
sub property of: has broader
definition: skos:broadMatch is used to state a hierarchical mapping link between two conceptual resources in different concept schemes.

Financial economics
label: V.05.04.01 Kapitalmarkttheorie @de
label: Kapitalmarkttheorie @de
label: V.05.04.01 Financial economics
type: Concept
type: Thsys
narrower: Sharpe ratio
notation: V.05.04.01

is in scheme
definition: Relates a resource (for example a concept) to a concept scheme in which it is included.

Descriptor
type: Class

useInsteadNote
sub property of: note
definition: For an aspect of the current concept use the concept to which the note points instead of the current.
comment: The note consists of a blank node. It contains a rdfs:value literal which designates the aspect and a rdfs:seeAlso link to the concept which should be used instead.

STW Thesaurus for Economics
label: Standard-Thesaurus Wirtschaft @de
type: Dataset
type: ConceptScheme

Portefeuilleentscheidung
label: Portfolio Selection @de
label: Portfolio-Theorie @de
label: Portfolio-Selection @de
label: Portfeuilletheorie @de
label: Portfolioanalyse <Kapitalmarkttheorie> @de
label: Portfolioentscheidung @de
label: Wertpapierauswahl @de
label: Portfoliomanagement <Kapitalmarkttheorie> @de
narrow match: Sharpe ratio

B.02.02 Corporate financial assets
preferred label: B.02.02 Betriebliches Finanzvermögen @de
notation: B.02.02
label: Corporate financial assets
label: Betriebliches Finanzvermögen @de
narrower: Sharpe ratio
type: Concept
type: Thsys

Concept
type: Class

scope note
sub property of: note
definition: A note that helps to clarify the meaning and/or the use of a concept.