TheSharperatioandtheTreynorratiobothmeasuretherisk-adjustedrateofreturnonaportfolioorastock,buttheyusedifferentbenchmarks.,Treynor,isameasurementofthereturnsearnedinexcessofthatwhichcouldhavebeenearnedonaninvestmentthathasnodiversifiablerisk(e.g....
Treynor Ratio
- Active risk and information ratio
- information ratio
- sharp ratio
- sharpe ratio information ratio
- 資訊比率 information ratio公式
- sharpe ratio beta
- information ratio定義
- sharpe ratio
- information ratio vs sharpe ratio
- information ratio
- information coefficient
- benchmark portfolio中文
- information coefficient
- information ratio vs sharpe ratio
- treynor ratio
- information gain ratio
- tracking error
- information ratio formula
- information ratio中文
- tracking error
- treynor ratio
- information ratio
- tracking error中文
- capm alpha
- information ratio formula
2024年1月5日—TreynorRatiocanbeexplainedasanumberthatmeasurestheexcessreturnsthefirmcouldhaveearnedbysomeofitsinvestmentswithno ...
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