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portada Treynor Ratio
Type
Physical Book
Publisher
Language
English
Format
Paperback
Dimensions
0 x 0 cm
ISBN13
9786130336035

Treynor Ratio

New Book Imported to Taiwan
Delivery: 09 Oct - 19 Oct Shipping: 13 to 14 business days.
NT$ 4,877
NT$ 4,877

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Synopsis "Treynor Ratio"

High Quality Content by WIKIPEDIA articles! The Treynor ratio is a measurement of the returns earned in excess of that which could have been earned on an investment that has no diversify-able risk. investment (i.e. Treasury Bill or a completely diversified portfolio) (per each unit of market risk assumed). The Treynor ratio (sometimes called reward-to-volatility ratio) relates excess return over the risk-free rate to the additional risk taken; however systematic risk instead of total risk is used. The higher the Treynor ratio, the better the performance under analysis.

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The book is written in English.

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The binding of this edition is Paperback.

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