• Anglický jazyk

Treynor Ratio

Autor: Lambert M. Surhone

High Quality Content by WIKIPEDIA articles! 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... Viac o knihe

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O knihe

High Quality Content by WIKIPEDIA articles! 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.

  • Vydavateľstvo: OmniScriptum
  • Rok vydania: 2026
  • Formát: Paperback
  • Rozmer: 220 x 150 mm
  • Jazyk: Anglický jazyk
  • ISBN: 9786130336035

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