Jensen's alpha

短语

词形变化

Jensen's alphas 复数 Jensen's alphas

释义与例句

n.
  1. 1.

    A metric used to determine the abnormal return of a security or portfolio over the theoretical expected return.

    商务 金融

词源

First used as a measure in the evaluation of mutual fund managers by Michael C. Jensen in 1968.

来源：wiktionary