| 释义 |
Jensen index
基本例句
詹森指数
In the field of securities investment, earning rate, standard deviation, Sharpe index, Treynor index andJensen indexare five important indexes for assessing fund performance.摘要在证券投资领域中，收益率、标准差、夏普指数、特雷诺指数和詹森指数是评价基金绩效的五个重要指标。
The regression of , and RTN,Jensen indexreports a significantly negative relation between fund size and fund return and a significantly positive relation between fund size and the total risk.在此基础上，通过关于、与、指数的回归模型分析发现：基金管理费规模与投资组合风险显著正相关，与基金收益显著负相关。 |