23. Why is the sharpe ratio a more appropriate measure of performance than the ex post alpha...

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23. Why is the sharpe ratio a more appropriate measure of performance than the ex post alpha if the portfolio being assessed represents the entire wealth of the portfolio's owner?

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Investments

ISBN: 9788120321014

6th Edition

Authors: William F. Sharpe, Gordon J. Alexander, Jeffery V. Bailey

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Question Posted: Jul 25, 2024 08:01 AM

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23. Why is the sharpe ratio a more appropriate measure of performance than the ex post alpha...

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Investments

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