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Is the correct answe sharpe uses standard deviation for the denominator and sortino uses the downside deviation for the denominator?
Is the correct answe "sharpe uses standard deviation for the denominator and sortino uses the downside deviation for the denominator?
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Yes that statement is correct The Sharpe ratio uses standard deviation in the denomi...Get Instant Access to Expert-Tailored Solutions
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Investment Analysis and Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown
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