treynor index中文是什么意思
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用"treynor index"造句"treynor index"怎么读"treynor index" in a sentence
中文翻译手机版
- 崔纳指标
- "index"中文翻译 n. (pl. -es, -dices ) 1.索引。 ...
- "a-index" 中文翻译 : 阿尔法指数
- "index" 中文翻译 : n. (pl. -es, -dices ) 1.索引。 2.指标,标准,标志。 3.示[食]指 (=index finger)。 4.指数。 5.【印刷】指标,标记,参见号。 6.(刻度盘上的)指针;【机械工程】(铣床)分度(头)。 7.〔the I-〕【天主教】禁书目录。 card indexes 卡片索引。 Style is an index of the mind. 风格是心灵的反映。 the cost of living index 生活费指数。 a price index 物价。 an index pin [plate] 指度针[盘]。 a fixed index 固定瞄准器。 vt. 1.为…加索引;把…编入索引,指明,指出。 2.〔美口〕按生活指数调整(价格)。 vi. 加索引。 index arbitrage 【经济学】指数套利〔指几乎在同一时间购买和出售股票及相应的期货,利用其差价赚钱〕。 n. -er 编索引的人。 adj. -ical ,-less adj. 无索引的。
- "t-s index" 中文翻译 : 温盐指标
- "index glass; index mirror" 中文翻译 : 标镜
- "index of refraction(refractive index)" 中文翻译 : 折光率;折射率
- "refractive index index" 中文翻译 : 屈光指数
- "saturation index,langelier index" 中文翻译 : 饱和指数
- "stability index(lyzner index)" 中文翻译 : 稳定指数
- "stability index,ryzner index" 中文翻译 : 稳定指数
- "topical index subject index" 中文翻译 : 专题索引
- "a orption index" 中文翻译 : 吸收系数
- "a quantitative index" 中文翻译 : 定量指数
- "abrasion index" 中文翻译 : 抗磨指数; 磨耗指数; 磨蚀指数; 磨损指数
- "absolute index" 中文翻译 : 绝对指标
- "absorbance index" 中文翻译 : 吸光系数; 吸收系数; 吸收性吸收率
- "absorbancy index" 中文翻译 : 吸光系数; 吸收系数; 消光系数;吸光指数
- "absorbency index" 中文翻译 : 吸光系数; 吸光指数
- "absorption index" 中文翻译 : 吸附指数; 吸收率; 吸收系数; 吸收指数
- "absorptive index" 中文翻译 : 吸收指数
- "abundance index" 中文翻译 : 丰量指数
- "accessibility index" 中文翻译 : 可即性指针
- "accountants index" 中文翻译 : 会计师索引
- "accounts index" 中文翻译 : 会计索引数据库
- "accuracy index" 中文翻译 : 精度指数; 准确度
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。 - 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。 - 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。 - 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。 - It can make evaluation results more apparent and objective when used to evaluate performance of chinese securities investment funds comprehensively . from three aspects of fund performance , that is risk premium , performance attribution and performance persistence , this paper selects 11 evaluating index , which include sharpe index , treynor index , jenson index and so on . it makes this evaluation system can represent funds ’ performance information completely , afterwards main component analysis is carried out to predigest evaluation outcome to obtain final evaluation result
本文从基金业绩的风险收益、业绩归属、持续性三个方面选取了11个评价基金业绩的指标,其中包括夏普指数、特雷诺指数、詹森指数、市场时机选择系数、股票选择系数、持续性指标等,使该评价体系能较为全面地代表基金业绩的信息,然后通过主成分分析法来简化评价信息,以获得最终的综合评价结果。
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