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Discuss the relative strengths and weaknesses among the three composite performance measures comprising the Jensen index, the Treynor index, and the Sharpe index.
Discuss the relative strengths and weaknesses among the three composite performance measures comprising the Jensen index, the Treynor index, and the Sharpe index.
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Asset Allocation And International Investments
Authors: G. Gregoriou
1st Edition
023001917X,0230626513
