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Jensen Alpha - The incremental return of a manager over the risk-free rate when the market is stationary. In other words, it is the extra return over the risk-free ...www.evestment.com/Media/eA_CalculationsFormulas.pdf
Definition of risk Risk management versus risk control Risk aversion Risk measures Ex post and ex ante ... Jensen’s alpha (or Jensen’s measure ori-performance-analysis.com/ppma2.pdf
As defined by Jensen (1969), alpha was measured relative to ... because if we use the classic definition of the CAPM, the risk free rate is something like a Treasurywww.northinfo.com/documents/52.pdf
definition of the GIFS Offshore Universe as at February 2011. This resulted in this fund being removed from it. For the purposes of comparison, ... JENSEN ALPHA: ...threadneedle.fundsource.fundworks.com/links/offukabsolutealpha.pdf
Jensen’s Alpha measure is leverage variant and finds its use in hedge fund applications. ... definition is the use of market risk as the only form of risk.hedgefundgroup.org/Premium/wp-content/uploads/2013/03/Hedge-Fund...
definition of or the observation of a thing can change the reality of the thing being defined. Defining or ... Alpha is also known as the Jensen Index. ...allaboutalpha.com/blog/wp-content/uploads/2008/12/what-is-alpha-_t...