About this document
Evaluating Portfolio Performance Measures by Mia Omerika is a document available to read on EtoBox.
The document discusses methods for evaluating portfolio performance, including the Sharpe, Treynor, and Jensen measures. It states that the Sharpe and Treynor measures both assume a completely diversified portfolio, while the Jensen measure evaluates performance based on individual period returns rather than long-term averages. Attribution analysis is also discussed as a method that separates performance into allocation and selection effects. The document consists of true/false and multiple choice questions
- Author
- Mia Omerika
- Language
- EN