excess return

collocation in English

meanings of excessand return

These words are often used together. Click on the links below to explore the meanings. Or, see other collocations with return.
excess
adjective[before noun]
uk /ˈek.ses/ us /ˈek.ses/
extra:
See more at excess
return
noun
uk /rɪˈtɜːn/ us /rɪˈtɝːn/
an occasion when someone goes or comes back to a place where they ...
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Examples of excess return

These examples are from corpora and from sources on the web. Any opinions in the examples do not represent the opinion of the Cambridge Dictionary editors or of Cambridge University Press or its licensors.
The excessreturn and mismatch risk of the risky mix are three times those of the moderately risky mix.
In addition, a business cycle pattern is present in the conditional expectation and variance of the value-weighted excessreturn.
A complication with information ratios is that, when the excessreturn is negative, lower volatility funds record a worse measure than higher volatility funds.
We express the equity premium as a product of two factors: the standard deviation of the excessreturn and the market price of risk.
We find an overall negative contemporaneous relationship between the conditional expectation and variance of the monthly value-weighted excessreturn.
Theory also does not yield unambiguous insights about the relationship between risk and excessreturn.
On the other hand, expected excessreturn reaches its minimum and its maximum values immediately before and during economic recessions.
With respect to the risk-return relationship, during bear markets, expected excessreturn is low whereas the conditional volatility is high.
Excessreturn is zero, so the expected values of funding ratio and residue are the same as in the ' risk-free ' variant.
On average, therefore, the excessreturn of assets over the liability growth rate is 2%.
Tables 6 and 7 show the cross-correlogram between conditional excessreturn and variance for 24-month leads and lags of the conditional variance.
As in the representative-agent model, it involves the expectation of a product of the excessreturn and a factor reflecting intertemporal marginal rates of substitution.
In many cases, it is also convenient to also have an excessreturn version of the bound (5).
The excessreturn of the risky mix is 3 %, which is three times higher than the 1 % excessreturn of the moderately risky mix.
The pension fund evaluates the three available investment opportunities in terms of excessreturn and mismatch risk.
We find that the dynamics of the risk-return relationship for the excessreturn series are all qualitatively very similar.
It is the excessreturn of an active manager over an appropriate benchmark divided by the standard deviation of excess returns.
Note that this statement is only true of the raw return bound (5), not of the excessreturn bound (6).
Conditional excessreturn falls during expansions, reaching a minimum in the middle of a recession, and rises in the second half of a recession, reaching a maximum at its trough.
These examples are from corpora and from sources on the web. Any opinions in the examples do not represent the opinion of the Cambridge Dictionary editors or of Cambridge University Press or its licensors.
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