14. If the minimum acceptable return that is established by a client is the risk-free rate of...

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14. If the minimum acceptable return that is established by a client is the risk-free rate of return, is the Sortino ratio equivalent to the Sharpe ratio?

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Foundations Of Global Financial Markets And Institutions

ISBN: 9780262039543

5th Edition

Authors: Frank J. Fabozzi, Frank J. Jones, Francesco A. Fabozzi, Steven V. Mann

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Question Posted: Oct 21, 2024 01:00 AM

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14. If the minimum acceptable return that is established by a client is the risk-free rate of return, is the Sortino ratio equivalent to the Sharpe ratio?
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14. If the minimum acceptable return that is established by a client is the risk-free rate of...

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Foundations Of Global Financial Markets And Institutions

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