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Financial Subject: Sharpe Ratio and Jensen’s alpha.pdf

Financial Subject: Sharpe Ratio and Jensen’s alpha . To rank the portfolios according to their performance, finance specialists rely on 3 different ...  

Ratios which Investors should consider while choosing.pdf

Jensen’s Alpha ratio. Definition: The simplest definition is the excess returns of the fund over the benchmark. Alpha is performance ratio to measure risk-adjusted ...  

A Bias in Jensen s Alpha When Returns Are Serially.pdf

Title: A Bias in Jensen s Alpha When Returns Are Serially Correlated Author: Jangkoo Kang, Soonhee Lee Subject: This paper shows that Jensen s alpha may be a biased ...   Down

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  • A Bias in Jensen s Alpha When Returns Are Serially …

    Title: A Bias in Jensen s Alpha When Returns Are Serially Correlated Author: Jangkoo Kang, Soonhee Lee Subject: This paper shows that Jensen s alpha may be a biased ...

    www.scirp.org/journal/PaperDownload.aspx?paperID=32954
  • The Generalized Treynor Ratio - EDHEC-Risk

    Jensen's alpha (1968) and the Treynor ratio (1966). ... from the very definition of theTreynor ratio and allows to provide an economic justification.

    www.edhec-risk.com/edhec_publications/generalized treynor ...
  • Investment Statistics: Definitions & Formulas

    beta of 1.00 implies perfect historical correlation of movement with ... www.evestment.com ... Jensen Alpha - The incremental return of a manager over …

    https://www.evestment.com/Media/eA_CalculationsFormulas.pdf
  • Market Efficiency Efficient Markets Hypothesis weak form ...

    In order to provide a more practical definition of market efficiency it is ... If prices are semi-strong form efficient then prices reflect ... Jensen and Roll (1969 ...

    www.e-m-h.org/effmark.pdf