treynor-measure
-
YouTube T1-10 RAPMs: Treynor, Jensen's, Sharpe
Risk-adjusted performance measures (RAPMs) include Treynor and Jensen's, both of which are functions of the CAPM/SML, and the Sharpe ratio, which can be understood in the context of the CML. David's XLS: https://trtl.bz/2EIIb6j- Nicole Seaman
- Thread
- capm jensens-measure sharpe-ratio treynor-measure youtube
- Replies: 1
- Forum: P1.T1 Foundations of Risk Management