Which measure would you use to know whether alpha is truly significant or just the result of random chance?
A) Jensen's alpha
B) Information ratio
C) Jensen-Treynor alpha
D) Sharpe ratio
E) Treynor ratio
Correct Answer:
Verified
Q9: Which of the following should generally only
Q21: Which of the following measures are dependent
Q24: The Jensen-Treynor alpha is equal to:
A)the Treynor
Q29: The Sharpe-optimal portfolio will be the investment
Q31: Which metric measures how volatile a fund's
Q33: Which one of the following Value-at-Risk measures
Q34: Which one of the following is the
Q36: Which one of the following is the
Q38: Which metric describes the percentage of a
Q39: You have computed the expected return using
Unlock this Answer For Free Now!
View this answer and more for free by performing one of the following actions
Scan the QR code to install the App and get 2 free unlocks
Unlock quizzes for free by uploading documents