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- 2014-8-2
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Given the usual way is to take
Is SR (Asset being added) > SR (Portfolio) * Correlation (Asset, Portfolio)
I am inclined to go with SR (Sharpe Ratio) - choice A.
C). Information Ratio = Active Return / Active Risk -> not applicable in this situation.
B) Treynor measure = (Rp - Rf) / Betap -> not applicable. |
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发表于 2013-8-6 10:23
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