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Security Analysis Asset Allocation

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Asset allocation study guide
Kyle Olson
FlashCards por Kyle Olson, atualizado more than 1 year ago
Kyle Olson
Criado por Kyle Olson aproximadamente 9 anos atrás
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Resumo de Recurso

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

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