excess return

Englisch - Türkisch

Englisch - Englisch

Definition von excess return im Englisch Englisch wörterbuch: In portfolio management within finance theory of economics, an economic formula calculated as: Ri=alfai+betai+RM+ei; A return in excess of that earned by other investments having the same risk; The amount by which the return of a portfolio exceeds the return of a benchmark; is the return in excess of the risk-free return Note that the risk-free rate of return is not a constant but changes each period; The difference between the returns of two portfolios Usually excess return is the difference between a manager's return and the return of a benchmark for that manager
excess returns: Returns in excess of those required by some asset-pricing model Also called abnormal returns
excess returns: Also called abnormal returns, returns in excess of those required by some asset pricing model

excess return

Silbentrennung

ex·cess re·turn

îkses ritırn

/əkˈses rēˈtərn/ /ɪkˈsɛs riːˈtɜrn/

Historie

Favoriten