投资组合分别每月，每90日调仓一次，收益率是对数收益率，如果要算夏普比率，是要怎么算？对数收益率是要年化吗？是怎么算？
然后参考论文提到
We consider three rebalancing intervals: daily, weekly, and fortnightly. Typically, for weekly and fortnightly holding periods, one would form the optimal portfolio on a particular day and then compute the return from holding that portfolio for a week or a fortnight by multiplying the optimal weights on that particular day by the cumulative returns of each asset over the following week or fortnight. One concern when doing this is that the performance of the portfolios for the weekly and fortnightly holding periods would depend on the particular date chosen for forming the portfolio. In order to address this concern for the portfolios with weekly and fortnightly rebalancing, we find a new set of weights daily and then hold that portfolio for a week or fortnight. Thus, we have a series of overlapping portfolio returns. To compute the annualized performance metrics,we multiply the overlapping portfolio returns by the number of rebalancing periods in a year; that is, we multiply by the ratio of 251 to Δt, where for weekly rebalancing Δt = 5, and for fortnightly rebalancing Δt = 10.
有每日权重并持有到一周或两星期，我不太懂具体是怎么操作？
求大神们回答
