excess return

collocation in English

meaningsofexcessandreturn

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

(Definition ofexcessandreturnfrom theCambridge English Dictionary© Cambridge University Press)

Examplesofexcess 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.
Theexcessreturnand mismatch risk of the risky mix are three times those of the moderately risky mix.
From theCambridge English Corpus
In addition, a business cycle pattern is present in the conditional expectation and variance of the value-weightedexcessreturn.
From theCambridge English Corpus
A complication with information ratios is that, when theexcessreturnis negative, lower volatility funds record a worse measure than higher volatility funds.
From theCambridge English Corpus
We express the equity premium as a product of two factors: the standard deviation of theexcessreturnand the market price of risk.
From theCambridge English Corpus
We find an overall negative contemporaneous relationship between the conditional expectation and variance of the monthly value-weightedexcessreturn.
From theCambridge English Corpus
Theory also does not yield unambiguous insights about the relationship between risk andexcessreturn.
From theCambridge English Corpus
On the other hand, expectedexcessreturnreaches its minimum and its maximum values immediately before and during economic recessions.
From theCambridge English Corpus
With respect to the risk-return relationship, during bear markets, expectedexcessreturnis low whereas the conditional volatility is high.
From theCambridge English Corpus
Excessreturnis zero, so the expected values of funding ratio and residue are the same as in the ' risk-free ' variant.
From theCambridge English Corpus
On average, therefore, theexcessreturnof assets over the liability growth rate is 2%.
From theCambridge English Corpus
Tables 6 and 7 show the cross-correlogram between conditionalexcessreturnand variance for 24-month leads and lags of the conditional variance.
From theCambridge English Corpus
As in the representative-agent model, it involves the expectation of a product of theexcessreturnand a factor reflecting intertemporal marginal rates of substitution.
From theCambridge English Corpus
In many cases, it is also convenient to also have anexcessreturnversion of the bound (5).
From theCambridge English Corpus
Theexcessreturnof the risky mix is 3 %, which is three times higher than the 1 %excessreturnof the moderately risky mix.
From theCambridge English Corpus
The pension fund evaluates the three available investment opportunities in terms ofexcessreturnand mismatch risk.
From theCambridge English Corpus
We find that the dynamics of the risk-return relationship for theexcessreturnseries are all qualitatively very similar.
From theCambridge English Corpus
It is theexcessreturnof an active manager over an appropriate benchmark divided by the standard deviation of excess returns.
From theCambridge English Corpus
Note that this statement is only true of the raw return bound (5), not of theexcessreturnbound (6).
From theCambridge English Corpus
Conditionalexcessreturnfalls 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.
From theCambridge English Corpus
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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