15.12. Which measure of ex-post is reported most frequently to the quantitative portfolio manager? Which ex-post
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15.12. Which measure of ex-post α is reported most frequently to the quantitative portfolio manager? Which ex-post α might be the most accurate at describing whether the portfolio manager has had excess performance?
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Related Book For 
Quantitative Equity Portfolio Management
ISBN: 9780071459396
1st Edition
Authors: Ludwig B Chincarini, Daehwan Kim
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