After getting the standard difference and beta index of after risks,it gets three measuring figures:Shape Performance Index,Treyner Performance Index and Jesen Performance Index through establishing the after feature line model,and compared them.
英
美
- 在求出关于投资基金事后风险的标准差和贝塔系数后,通过建立关于事后特征线的模型,分别求出了经过风险调整的三个测量值:夏普业绩指数、特雷诺指数、詹森业绩指数,并对其进行了比较。