Beta Is Not “Sharpe” Enough

Beta Is Not “Sharpe” Enough

This chapter contains sections titled: Back to Beta Beta and Volatility The Way to a Better Beta: Introducing the g‐Factor Tracking Error: The Deviant Differential Measurer Summary

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Bibliographische Detailangaben
1. Verfasser: Greiner, Steven P
Format: Buchkapitel
Sprache:eng
Schlagworte:
Ben Graham
concept of risk
market price
price fluctuation
return distribution
Online-Zugang:Volltext
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Beschreibung
Zusammenfassung:This chapter contains sections titled: Back to Beta Beta and Volatility The Way to a Better Beta: Introducing the g‐Factor Tracking Error: The Deviant Differential Measurer Summary
DOI:10.1002/9781118267042.ch3