Karteikarten
Security Analysis Asset Allocation
Karten in diesem Stapel (3)
- 1Treynor ratio=(Portfolio return - risk free rate) / Porfolio beta
- 2Sharpe ratio=(Expected return - risk free rate) / Standard deviation
- 3alphaJensen's alpha = Portfolio Return − [Risk Free Rate + Portfolio Beta * (Market Return − Risk Free Rate)]
Informationen
- Beschreibung
- Asset allocation study guide
- Erstellt von
- Kyle Olson
- Aufrufe
- 7
- Tags
- Bewertung