a. Sharpe ratio b. Treynor ratio c. Information ratio d. Jensen’s alpha Discuss how to selecet the appropriate measures are for different clients needs (in which cases we selecet each of the above measurments)
a. Sharpe ratio b. Treynor ratio c. Information ratio d. Jensen’s alpha Discuss how to selecet the appropriate measures are for different clients needs (in which cases we selecet each of the above measurments)
Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
Section: Chapter Questions
Problem 1PS
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a. Sharpe ratio
b. Treynor ratio
c. Information ratio
d. Jensen’s alpha
Discuss how to selecet the appropriate measures are for different clients needs (in which cases we selecet each of the above measurments)
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