詹森测度
- 网络Jensen'sMeasure; Jensen'sMearsure
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詹森测度
Jensen'sMeasure
(3)詹森测度(Jensen'sMeasure):基于资本资产定价模型(CAPM)测算基础上的资产组合收益率,用到了贝塔值和市场平均 …
Jensen'sMearsure
评价工具主要有夏普测度(Sharpe'sMeasure)、特勒纳测度(Treynor'sMeasure)、詹森测度(Jensen'sMearsure)与估价比率(Appra…