jensen index meaning in Chinese
詹森指标
Examples
- 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。