Home >  Term: Treynor Endeksi
Treynor Endeksi

A measure of the excess return per unit of risk, where excess return is defined as the difference between the portfolio's return and the risk-free rate of return over the same evaluation period and where the unit of risk is the portfolio's beta. Named after Jack Treynor.

0 0

ผู้สร้าง

© 2024 CSOFT International, Ltd.