标题: risk management _ shortcoming of beta based performance measurement [打印本页] 作者: NakedPuts 时间: 2013-9-27 09:35 标题: risk management _ shortcoming of beta based performance measurement
请问老师或者其他同学，在原版书 Volume 6: P 175, 中间段： Criticism of Risk - Adjusted Performance Appraisal Method, it says: If assets are are valued according to some other equilibrium pricing model, then beta-based performance measurement may give inaccurate appraisals. 请问这句话什么意思？ 另外， beta based 与 标准差 based measurement 各自有什么优缺点？ 多谢
