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jensen index中文是什么意思

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  • 詹森指标

例句与用法

  • In the field of securities investment , earning rate , standard deviation , sharpe index , treynor index and jensen index are 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。
  • Some of securities investment fund is evaluated by fund rate of return , treynor index , jensen index and sharpe index in this article . there is any conclusion according analyzing evaluation of performance in the article
    根据国内的现实情况,采用应用较为广泛、成熟的基金收益率、特雷诺指数、詹森指数、夏普指数对部分基金进行了评价。
  • In the beginning , the main appraisal methods are summarized in western countries , which are treynor index , sharpe index and jensen index based on capital and asset pricing model and multi - factors model
    首先概括了西方投资基金业绩评价的主要方法,建立于capm模型基础上的特雷诺指数、夏普指数和詹深指数的单指数模型和多因素的业绩评价模型。
  • On the aspect of performance appraisal , western countries has accumulated abundant research outcomes , among which the most famous methods are treynor index , sharpe index and jensen index based on the asset portfolio theorem and capital and asset pricing model
    在业绩评价这方面,西方国家积累了大量的研究成果,其中最著名的是基于资产组合理论和资本资产定价模型的特雷诺指数、夏普指数和詹深指数等。
  • Through comparing with the advantage and disadvantage of pure earning method ( per net capital , investment earning ratio ) and risk - adjusted method ( jensen index , treynor index , sharpe index , m2 , t - m model , h - m model , morning star ) . the paper point out the existing problem on the performance measurement of equity investment fund
    其次,对证券投资基金绩效的评价方法进行综合性介绍;主要介绍传统的纯收益法(如:基金单位净资产,基金的投资收益率)和现代的风险调整法(如:詹森指数、特雷利诺指数、夏普指数、 m2指标、 t ? m模型法、 h ? m模型法、晨星法)以及数据包络分析方法。
  • Using the net assets per capital , the investment return rate , the t - m model , the h - m model , the single factor evaluating model which consists of the treynor index , the jensen index , the sharpe index and the square m index , we evaluate the performance of the twelve mutual funds . and we come to the following conclusions : ( 1 ) after the modification of the risk factor , our mutual funds in the recent one year outguess the market ; ( 2 ) better performance comes from the aid of the government , the improvement of the investment environment and the hard , smart work of the managers especially in the way of selecting some securities in the capital market . ( 3 ) though we make progress , there are still many problems which prevent the further development of our mutual funds such as the devise of the management fee and the characteristics of different funds , all of them divided into the subjective ones and the objective ones
    通过使用投资基金单位净资产和投资收益率指标、单因素整体绩效评估模型,包括treynor指数、 jensen指数、 sharpe指数和业绩的m ~ 2测度以及t - m 、 h - m模型对12只样本基金进行实证研究,实证研究表明: ( 1 )经过风险调整后,在最近的一年中,我国证券投资基金的业绩总体上优于市场基准组合; ( 2 )基金业绩的提高得益于管理层的重视、投资环境的改善和基金经理的经营,而基金经理的良好业绩是通过一定的证券选择来获得的; ( 3 )已成为证券市场上举足轻重力量的基金在发展过程中虽然取得了一定的成绩但其进一步发展还面临着许多问题,有主观存在的诸如管理费率的设定、基金风格方面的问题等等,也有客观存在的诸如证券市场现阶段的不完善等等,所以,我们应该抓住《证券投资基金法》问世带给基金业发展的契机,大力促进证券投资基金规范发展,采取各种措施做大、做优和做强基金业。
  • This article introduces three foreign " classical " fund performance measurement models , including sharp ratio , treynor ratio and jensen index . based on that , it manages to explore the evaluation method which is suitable for current chinese funds market situation , that is weighted index
    本文介绍了国外三大“经典”基金业绩评价模型,即夏普业绩指数、特雷诺业绩指数、以及詹森业绩指数,并在此基础上探索得出适合我国基金市场现状的业绩评价方法? ?加权指数法。
  • Chapter three , the traditional indexes in performance appraisal of investment funds , such as original earning rate , jensen index , sharpe index and treynor index have been studied in comparison . semi - risk adjusted earning rate , m2 measure index and vavoc index etc . are improved performance appraisal indexes , and have been introduced
    通过对投资基金绩效评价的传统指标:原始收益率、詹森指数、夏普指数、特雷诺指数的比较研究后,讨论了下侧风险调整收益率、 m ~ 2测度指数、 vavoc指标等主要的改进指标。
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