Math, asked by ashrafiumar343, 3 months ago

Jensen Differential Measure

Answers

Answered by Anonymous

Step-by-step explanation:

The Jensen's measure is the difference in how much a person returns vs. the overall market. ... When a manager outperforms the market concurrent to risk, they have "delivered alpha" to their clients. The measure accounts for the risk-free rate of return for the time period.

Answered by Anonymous

Answer:

The Jensen's alpha aims to do this and is calculated using a simple formula: Jensen's alpha = Portfolio return - [Risk Free Rate + Portfolio Beta * (Market Return - Risk Free Rate)].

Step-by-step explanation:

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