NO.PZ2018070201000107
问题如下:
All of the following performance measures require the result to be compared to another value except for:
选项:
A.Treynor ratio.
B.Sharpe ratio.
C.Jensen’s alpha.
解释:
C is correct.
Jensen’s alpha does not require the measure to be compared to another value and its sign indicates whether or not the portfolio has outperformed the market.
Jensen’s alpha不是衡量真实收益和capm的区别么,请问这个不是进行比较么?