Fight Finance

Courses  Tags  Random  All  Recent  Scores

Scores
keithphw$6,011.61
Jade$1,815.80
Chu$789.98
royal ne...$750.00
Leehy$713.33
Visitor$650.00
JennyLI$625.61
Visitor$590.00
ZOE HY$560.00
Visitor$555.33
Visitor$550.00
Visitor$550.00
Visitor$540.00
Visitor$500.00
Yizhou$489.18
Visitor$480.00
Visitor$464.70
LWH$460.00
Visitor$460.00
Visitor$460.00
 

Question 922  Stutzer portfolio performance indicator, Sharpe ratio, no explanation

Stutzer’s Portfolio Performance Indicator (PPI) ranks portfolios similarly to what other performance metric, assuming that the portfolios’ continuously compounded returns (LGDR’s) are normally distributed?




Copyright © 2014 Keith Woodward