标题: Performance Evaluation Quiz [打印本页]

---

作者: Chuckrox8    时间: 2011-7-11 20:06     标题: Performance Evaluation Quiz

Which of the following measures is not affected by Roll's critique?

A) Treynor measure
B) Information ratio
C) Sharpe ratio

---

作者: lcw77    时间: 2011-7-11 20:06

Should have specified in the question...should be ex-post...

---

欢迎光临 CFA论坛 (http://forum.theanalystspace.com/)

Powered by Discuz! 7.2