treynor index meaning in Chinese
崔纳指标
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。 - Follows the property combination choice theory , the capital asset fixed price model and the stock price behavior three big finances theories appearance , forms set of maturer appraisals systems gradually , mainly includes the treynor index , the sharpe index , the jenson difference return to scale
本文运用了andrew的偏广义矩方法( partial - gmmmethod )和montecarlo模拟等方法,检测在市场有大的转折前后基金值变动的显著性。