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- Jensens_alpha abstract "In finance, Jensen's alpha (or Jensen's Performance Index, ex-post alpha) is used to determine the abnormal return of a security or portfolio of securities over the theoretical expected return. It is a version of the standard alpha based on a theoretical performance index instead of a market index.The security could be any asset, such as stocks, bonds, or derivatives. The theoretical return is predicted by a market model, most commonly the capital asset pricing model (CAPM). The market model uses statistical methods to predict the appropriate risk-adjusted return of an asset. The CAPM for instance uses beta as a multiplier.".
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- Jensens_alpha wikiPageOutDegree "24".
- Jensens_alpha wikiPageRedirects Jensens_alpha.
- Jensens_alpha wikiPageRevisionID "343856693".
- Jensens_alpha wikiPageRevisionID "690491543".
- Jensens_alpha wikiPageWikiLink Alpha_(finance).
- Jensens_alpha wikiPageWikiLink Beta_(finance).
- Jensens_alpha wikiPageWikiLink Capital_asset_pricing_model.
- Jensens_alpha wikiPageWikiLink Category:Financial_markets.
- Jensens_alpha wikiPageWikiLink Category:Mathematical_finance.
- Jensens_alpha wikiPageWikiLink Category:Portfolio_theories.
- Jensens_alpha wikiPageWikiLink Efficient-market_hypothesis.
- Jensens_alpha wikiPageWikiLink Eugene_Fama.
- Jensens_alpha wikiPageWikiLink Jensens_alpha.
- Jensens_alpha wikiPageWikiLink Market_index.
- Jensens_alpha wikiPageWikiLink Market_portfolio.
- Jensens_alpha wikiPageWikiLink Michael_Jensen.
- Jensens_alpha wikiPageWikiLink Modigliani_risk-adjusted_performance.
- Jensens_alpha wikiPageWikiLink Mutual_fund.
- Jensens_alpha wikiPageWikiLink Omega_ratio.
- Jensens_alpha wikiPageWikiLink Portfolio_(finance).
- Jensens_alpha wikiPageWikiLink Risk-free_interest_rate.
- Jensens_alpha wikiPageWikiLink Sharpe_ratio.
- Jensens_alpha wikiPageWikiLink Sortino_ratio.
- Jensens_alpha wikiPageWikiLink Treynor_ratio.
- Jensens_alpha wikiPageWikiLink Upside_potential_ratio.
- Jensens_alpha wikiPageWikiLinkText "Jensen".
- Jensens_alpha wikiPageWikiLinkText "Jensen's alpha".
- Jensens_alpha wikiPageWikiLinkText "alpha".
- Jensens_alpha wikiPageUsesTemplate Template:R_from_modification.
- Jensens_alpha wikiPageUsesTemplate Template:Reflist.
- Jensens_alpha wikiPageUsesTemplate Template:Stock_market.
- Jensens_alpha subject Category:Financial_markets.
- Jensens_alpha subject Category:Mathematical_finance.
- Jensens_alpha subject Category:Portfolio_theories.
- Jensens_alpha type Field.
- Jensens_alpha type Market.
- Jensens_alpha type Occupation.
- Jensens_alpha type Redirect.
- Jensens_alpha comment "In finance, Jensen's alpha (or Jensen's Performance Index, ex-post alpha) is used to determine the abnormal return of a security or portfolio of securities over the theoretical expected return. It is a version of the standard alpha based on a theoretical performance index instead of a market index.The security could be any asset, such as stocks, bonds, or derivatives. The theoretical return is predicted by a market model, most commonly the capital asset pricing model (CAPM).".
- Jensens_alpha label "Jensen's alpha".
- Jensens_alpha label "Jensens alpha".
- Jensens_alpha sameAs Q6179901.
- Jensens_alpha sameAs آلفای_جنسن.
- Jensens_alpha sameAs m.04fpb4.
- Jensens_alpha sameAs Q6179901.
- Jensens_alpha sameAs 詹森阿尔法.
- Jensens_alpha wasDerivedFrom Jensens_alpha?oldid=343856693.
- Jensens_alpha wasDerivedFrom Jensens_alpha?oldid=690491543.
- Jensens_alpha isPrimaryTopicOf Jensens_alpha.