индекс Трејнор

индекс Трејнор

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.

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行业/领域：金融服务
类别通用财务
Company: Bloomberg
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