Explain the difference between the Sharpe ratio and the Treynor ratio.

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Fundamentals of Investments Valuation and Management

ISBN: 978-0077283292

5th edition

Authors: Bradford D. Jordan, Thomas W. Miller

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Question Posted: Sep 19, 2012 04:55 AM

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Explain the difference between the Sharpe ratio and the Treynor ratio.

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The Sharpe ratio is calculated as a portfolios risk prem...View the full answer

Fundamentals of Investments Valuation and Management

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