performance-measure
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P2.T9.21.11. Style analysis
Learning outcome: Determine the statistical significance of a performance measure using standard error and the t-statistic. Describe style analysis. Explain the difficulties in measuring the performance of actively managed portfolios. Questions: 21.11.1. Jane Dart is a portfolio manager (she...- Nicole Seaman
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- actively-managed-portfolios performance-measure standard-error style-analysis t-statistic
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- Forum: FRM® Practice Questions