Portfolio Management Flashcards
1
Q
DIVERSIFICATION RATIO
A
2
Q
HOLDING PERIOD RETURN
A
3
Q
POPULATION VARIANCE
A
4
Q
COVARIANCE a,b
A
5
Q
CORRELATION a,b
A
6
Q
VARIANCE OF PORTFOLIO
A
7
Q
CHARACTERISTIC LINE
A
8
Q
SHARPE RATIO
A
9
Q
M2
A
10
Q
TREYNOR
A
11
Q
JENSEN ALPHA
A
