Question: X How do you measure portfolio performance ? Definition: The difference, taken without regard to sign, between the values of two variables, and in particular

X How do you measure portfolio performance ? Definition: The difference, taken without regard to sign, between the values of two variables, and in particular of two random variables. 1.Provide a review of the main measures of portfolio performance (Treynor measure; Sharpe ratio and Jensen' Alpha). 2.Discuss their weaknesses and distinguish between traditional performance measures and more recent performance measures

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