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- UID
- 222305
- 帖子
- 379
- 主题
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- 注册时间
- 2011-7-2
- 最后登录
- 2015-12-5
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| You just said it - Jensen and Treynor use beta and are measures of systematic risk while Sharpe and M2 are measures of total risk. What you want to look is for divergence between the first two and the second two, which tells you whom is taking what kind of risk. |
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发表于 2011-7-11 19:45
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