Treynor Ratio
Uitgelicht
|
31,45 |
Naar shop
|
|
31,45 |
Naar shop
|
|
136,00 |
Naar shop
|
Beschrijving
Bol
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. The Treynor ratio is a measurement of the returns earned in excess of that which could have been earned on an investment that has no diversify-able risk. investment (i.e. Treasury Bill or a completely diversified portfolio) (per each unit of market risk assumed). The Treynor ratio (sometimes called reward-to-volatility ratio) relates excess return over the risk-free rate to the additional risk taken; however systematic risk instead of total risk is used. The higher the Treynor ratio, the better the performance under analysis.
Beschrijving
(2)
Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. The Treynor ratio is a measurement of the returns earned in excess of that which could have been earned on an investment that has no diversify-able risk. investment (i.e. Treasury Bill or a completely diversified portfolio) (per each unit of market risk assumed). The Treynor ratio (sometimes called reward-to-volatility ratio) relates excess return over the risk-free rate to the additional risk taken; however systematic risk instead of total risk is used. The higher the Treynor ratio, the better the performance under analysis.
AmazonPagina's: 84, Paperback, Betascript Publishers
ProductspecificatiesPrijzen voor het laatst bijgewerkt op:
Gerelateerde producten
