释义 |
Market price of risk Market price of riskA measure of the extra return, or risk premium, that investors demand to bear risk. The reward-to-risk ratio of the market portfolio.Sharpe BenchmarkIn financial econometrics, a model for a portfolio's performance that attempts to account for a money manager's index-like tendencies. In other words, the Sharpe benchmark attempts to statistically calculate whether a portfolio's success was due to good management or the taking of excessive risk. The model measures a company's or portfolio's performance against a series of securities indices. |