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- Q6179901 subject Q6469160.
- Q6179901 subject Q7485053.
- Q6179901 subject Q8785998.
- Q6179901 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.".
- Q6179901 wikiPageWikiLink Q1054680.
- Q6179901 wikiPageWikiLink Q1321921.
- Q6179901 wikiPageWikiLink Q1501898.
- Q6179901 wikiPageWikiLink Q1971641.
- Q6179901 wikiPageWikiLink Q2651003.
- Q6179901 wikiPageWikiLink Q290017.
- Q6179901 wikiPageWikiLink Q359317.
- Q6179901 wikiPageWikiLink Q3798208.
- Q6179901 wikiPageWikiLink Q471267.
- Q6179901 wikiPageWikiLink Q5340806.
- Q6179901 wikiPageWikiLink Q6469160.
- Q6179901 wikiPageWikiLink Q7090048.
- Q6179901 wikiPageWikiLink Q724931.
- Q6179901 wikiPageWikiLink Q746086.
- Q6179901 wikiPageWikiLink Q7485053.
- Q6179901 wikiPageWikiLink Q7899278.
- Q6179901 wikiPageWikiLink Q791974.
- Q6179901 wikiPageWikiLink Q848354.
- Q6179901 wikiPageWikiLink Q8785998.
- Q6179901 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).".
- Q6179901 label "Jensen's alpha".