Limitations of Sharpe Ratio higher, periods, holding, 2011

Chuckrox8

95% confident that Sharpe Ratio will show up in the exam.

* Time dependancy: higher for longer holding periods.
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* Stand-alone measure: not consider diversification effects.



Edited 1 time(s). Last edit at Thursday, May 19, 2011 at 10:46AM by deriv108.