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。 |