What's new
Resource icon

FRM reading Portfolio Theory and Performance Analysis by Noel Amenc 2016-09-16

No permission to download
Learning objectives (Chapter 4 only)
  • Calculate, compare, and evaluate the Treynor measure, the Sharpe measure, and Jensen’s alpha.
  • Compute and interpret tracking error, the information ratio, and the Sortino ratio.
Author
David Harper CFA FRM
Downloads
177
First release
Last update
Rating
5.00 star(s) 1 ratings

Latest reviews

Thanks again! Appreciate it!!
Top