Jensen's measure of performance, just like Sharpe's measure, is based on the CAPM.
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Q22: To assess portfolio carefully, an investor must
Q23: Differential time periods is only a problem
Q24: The benchmark portfolio is normally considered to
Q25: Sharpe's measure is a ratio of excess
Q26: Treynor's measure is a ratio of excess
Q28: Under CFA Institute's Global Investment Performance Standards®
Q29: Jensen's measure was not designed for ranking
Q30: When evaluating the performance of a mutual
Q31: Any differences between RVAR and RVOL measures
Q32: The CFA Institute's Global Investment Performance Standards®
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