Relative to the Kappa index, considerable debate exists about which order, and threshold values are best for

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Relative to the Kappa index, considerable debate exists about which order, and threshold values are best for ranking funds. Indicate what the following options imply:

(a) A higher Kappa order and

(b) A high threshold value relative to a value equal to the risk-free value.

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Investment Risk Management

ISBN: 9780199331963

1st Edition

Authors: H. Kent Baker, Greg Filbeck

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Question Posted: Dec 07, 2023 03:47 AM

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Relative to the Kappa index, considerable debate exists about which order, and threshold values are best for

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Investment Risk Management

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