HIGHLIGHTS
- who: Michele Anelli from the Department of Business and Law, School of Economics and Management, University of Siena, Siena, Italy have published the article: Reinterpreting the Sharpe Ratio as a Measure of Investment Return from Alpha, in the Journal: (JOURNAL)
- what: The latter aspect is the main goal of this study.
SUMMARY
And Literature Review Traditionally Sharpe, Treynor and Jensen`s ratios are used to measure the performance of various financial portfolios (Mistry and amp; Shah, 2013). Measures of risk adjustment and performance evaluation enable portfolio managers and traders to compare . . .
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