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Flashcards

Security Analysis Asset Allocation

Kyle Olson Finance English 3 cards

Cards in this deck (3)

  1. 1Treynor ratio=(Portfolio return - risk free rate) / Porfolio beta
  2. 2Sharpe ratio=(Expected return - risk free rate) / Standard deviation
  3. 3alphaJensen's alpha = Portfolio Return − [Risk Free Rate + Portfolio Beta * (Market Return − Risk Free Rate)]

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Description
Asset allocation study guide
Created by
Kyle Olson
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