Excessreturnsarereturnsonaninvestmentthatexceedswhatisexpectedbasedonriskandmarketconditions.ExcessReturns=ActualReturnlessExpected ...,ExcessReturn.Thisisameasureofaninvestment'sreturninexcessofabenchmark.4Calculation.Rt=returnofsubjectfortimepe...
Excess Return Overview, Formula & Importance
- excess return
- information gain ratio
- 資訊比率 information ratio
- share ratio
- information ratio vs sharpe ratio
- sharpe ratio
- what is the sharpe ratio of a portfolio
- capm model
- treynor ratio
- information ratio vs sharpe ratio
- excess return
- excess return
- tracking error
- sharpe ratio information ratio
- information ratio vs sharpe ratio
- information ratio中文
- information ratio中文
- excess returns
- beta and sharpe ratio
- tracking error
- Active risk and information ratio
- beta sharpe ratio
- information ratio中文
- information coefficient
- sharpe ratio beta
Theexcessreturnofaportfolioistheextramoneyitmakesoverwhatitwasexpectedtomake.Benchmarksareusedtocomparesimilarportfolios.
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