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单词 Treynor ratio
释义

Treynor ratio

英语百科

Treynor ratio

The Treynor ratio (sometimes called the reward-to-volatility ratio or Treynor measure), named after Jack L. Treynor, is a measurement of the returns earned in excess of that which could have been earned on an investment that has no diversifiable risk (e.g., Treasury bills or a completely diversified portfolio), per each unit of market risk assumed.

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更新时间:2025/6/17 16:26:42