information ratio 基金
信息比率(InformationRatio)信息比率是以馬克維茨的均異模型為基礎,可以衡量基金的均異特性,它表示單位主動風險所帶來的超額收益。IR_i=-frac-overlineTD_i}} ...,同類型基金的技術─資訊比率(InformationRatio):所選的基金與.同類型基金的比較十分重要,而資訊比...
說明
- information ratio
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- information ratio 基金
- information ratio 基金
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- information coefficient
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- information ratio formula
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- information ratio vs sharpe ratio
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