12. The alternative approach to evaluate the backtesting of Value Portfolio I suggested by Rom is most

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12. The alternative approach to evaluate the backtesting of Value Portfolio I suggested by Rom is most likely:

A. the Pearson information coefficient.

B. the Spearman rank information coefficient.

C. a cross-sectional regression.

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Quantitative Investment Analysis

ISBN: 9781119743620

4th Edition

Authors: CFA Institute

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Question Posted: Oct 28, 2024 03:02 AM

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12. The alternative approach to evaluate the backtesting of Value Portfolio I suggested by Rom is most

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Quantitative Investment Analysis

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