Asked by Dr.Priyanka Verma on Apr 28, 2024
Verified
________ developed a popular method for risk-adjusted performance evaluation of mutual funds.
A) Eugene Fama
B) Michael Jensen
C) William Sharpe
D) Jack Treynor
E) Michael Jensen, William Sharpe, and Jack Treynor
Risk-Adjusted Performance
A method to measure an investment's return by taking into account its risk exposure, giving a more accurate depiction of performance.
- Develop an understanding of the foundational theories and computation techniques for risk-adjusted metrics, such as the Treynor measure, Sharpe measure, and Jensen's alpha.
Verified Answer
CH
Cynthia HesslerApr 29, 2024
Final Answer :
E
Explanation :
Michael Jensen, William Sharpe, and Jack Treynor developed popular models for mutual fund performance evaluation.
Learning Objectives
- Develop an understanding of the foundational theories and computation techniques for risk-adjusted metrics, such as the Treynor measure, Sharpe measure, and Jensen's alpha.
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