Excessreturnsarereturnsonaninvestmentthatexceedswhatisexpectedbasedonriskandmarketconditions.ExcessReturns=ActualReturnlessExpected ...,ExcessReturn.Thisisameasureofaninvestment'sreturninexcessofabenchmark.4Calculation.Rt=returnofsubjectfortimepe...
什麼是風險?談Risk Metrics(Excess Return、Tracking Error、 ...
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2007年11月29日—Excessreturn只指出這項投資的報酬多過或少於指標的情形。在進行比較的時候,挑選合適的比較基準非常重要。還有從超額報酬衍生出來的跟隨誤差(Tracking ...
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