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What are the limitations of the sharpe Treynor and Jensen Indices?
Wiki User
∙ 13y ago
The limitations usually relate to risk measurements. For the Sharpe - it is normal distribution: are all returns' distributions normal:-)? The Treynor is based on beta, some people have empirically proved that beta does not always work as a proxy for risk (i.e. high beta portfolios do not always fetch high returns). Plus a beta has to be calculated over a benchmark - is this benchmark close enough to be applied? As for Jensen's - some people maintain that the CAPM does not work too well, including its aforementioned vital component called beta:-). Best, Dr Oeconomicus
Wiki User
∙ 13y ago
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The order of the sharpe tv show?
Sharpe's Rifles 1993 Sharpe's Eagle 1993 Sharpe's Company 1994 Sharpe's Enemy 1994 Sharpe's Honour 1994 Sharpe's Gold 1995 Sharpe's Battle 1995 Sharpe's Sword 1995 Sharpe's Regiment 1996 Sharpe's Siege 1996 Sharpe's Mission 1996 Sharpe's Revenge 1997 Sharpe's Justice 1997 Sharpe's Waterloo 1997 Sharpe's Challenge 2006 Sharpe's Peril 2008
What is sharpe ratio?
The Sharpe Ratio is a financial benchmark used to judge how effectively an investment uses risk to get return. It's equal to (investment return - risk free return)/(standard deviation of investment returns). Standard deviation is used as a proxy for risk (but this inherently assumes that returns are normally distributed, which is not always the case). See the related link for an Excel spreadsheet that helps you calculate the Sharpe Ratio, and other limitations.
Is glenn sharpe related to shannon sharpe?
no
Is Sharpe James related to shanon sharpe?
no
What is the birth name of Edith Sharpe?
Edith Sharpe's birth name is Edith Mary Sharpe.
What nicknames does Mick Sharpe go by?
Mick Sharpe goes by Mick Chewie Sharpe, and Chewie.
How do you say hi Ms Sharpe in Spanish?
¿Qué tal, señorita Sharpe? ¡Hola, señorita Sharpe!
What is the birth name of Luis Sharpe?
Luis Sharpe's birth name is Luis Ernesto Sharpe Jr..
Where did sam sharpe live?
Sam Sharpe was buried in Sam Sharpe Square (Maybe..... I am not 100% sure)
How tall is Toby Sharpe?
Toby Sharpe is 6'.
What are the release dates for Masterpiece Theatre - 1971 Sharpe Sharpe's Rifles?
Masterpiece Theatre - 1971 Sharpe Sharpe's Rifles was released on: USA: 14 November 1993
When was Roger Sharpe born?
Roger Sharpe was born in 1947.
