What's new

modigliani-squared

  1. Nicole Seaman

    P2.T9.21.10. Time- versus dollar-weighted returns and risk-adjusted measures

    Learning outcomes: Differentiate between the time-weighted and dollar-weighted returns of a portfolio and describe their appropriate uses. Describe risk-adjusted performance measures, such as Sharpe’s measure, Treynor’s measure, Jensen’s measure (Jensen’s alpha), and the information ratio, and...
Top