The Treynor Ratio is a performance metric in risk-return analysis that measures the excess return per unit of systematic risk, distinguished from other risk-adjusted return measures by its use of beta as the risk denominator.
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Treynor Index
Publications
76
A Study of Performance of the KLSE Syariah Index
Zamri Ahmad, Haslindar Ibrahim · Malaysian Management Journal · 2020 · 60 citations · Full text
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- GGGerasimos G. Rompotis
National and Kapodistrian University of Athens, Greece
2 publications · 50 citations
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Universiti Sains Malaysia
George Town, Malaysia
4 h-index
6 publications
269 citations
University of Delhi
New Delhi, India
3 h-index
6 publications
162 citations
University of Southern Mississippi
Hattiesburg, United States
2 h-index
2 publications
37 citations
University of Nevada, Las Vegas
Las Vegas, United States
2 h-index
2 publications
73 citations
Ca' Foscari University of Venice
Venice, Italy
2 h-index
4 publications
101 citations
Athens University of Economics and Business
Athens, Greece
2 h-index
2 publications
50 citations
Rollins College
Winter Park, United States
2 h-index
2 publications
53 citations
Universidad Complutense de Madrid
Madrid, Spain
2 h-index
2 publications
40 citations
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- SSRN Electronic Journal
Repository · 6 publications · 125 citations
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- RePEc: Research Papers in Economics
Repository · 4 publications · 115 citations
4
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- The Journal of Finance
3 publications · 1K citations
3
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- Managerial Finance
3 publications · 326 citations
3
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- DOAJ (DOAJ: Directory of Open Access Journals)
Repository · 2 publications · 26 citations
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