Brainscape's Knowledge GenomeTM

Browse over 1 million classes created by top students, professors, publishers, and experts.


See full index

Portfolio management > Lecture 5 > Flashcards

Lecture 5 Flashcards

1
Q

Sharpe ratio

A

= Ri - RFR/Sigma
- risk premium return per unit of total risk

How well did you know this?
1
Not at all
2
3
4
5
Perfectly
2
Q

Treynor ratio

A

T= (Ri-RFR)/Beta
Risk premium return per unit of systematic risk
- ignores the diversification of a portfolio and only looks at undiversifiable risk

How well did you know this?
1
Not at all
2
3
4
5
Perfectly
3
Q

Jensen alpha

A

Actual returns in excess of expected returns adjusted for risk

How well did you know this?
1
Not at all
2
3
4
5
Perfectly

Portfolio management (5 decks)

Brainscape helps you reach your goals faster, through stronger study habits.
© 2024 Bold Learning Solutions. Terms and Conditions