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overdope Wrote:
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> Sharpe Ratio and Jensen's Alpha considers Total
> Risk(Systematic Risk and + Unsystematic Risk).
> AM considers only systematic
> risk(Well-Diversified), Treynor Measure is
> appropriate.
I tot Jensen's is the same as Treynor, which only takes Beta, systematic risk? |
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发表于 2011-7-13 13:34
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