Shifting mean and risk of actively managed portfolios makes it difficult to assess performance. An important example

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Shifting mean and risk of actively managed portfolios makes it difficult to assess performance.

An important example of this problem arises when portfolio managers attempt to time the market, resulting in ever-changing portfolio betas.

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ISE Investments

ISBN: 9781266085963

13th International Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus

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Question Posted: Jul 31, 2024 06:01 AM

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Shifting mean and risk of actively managed portfolios makes it difficult to assess performance. An important example

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ISE Investments

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