Asked by Shavon Bashir on May 09, 2024
Verified
________ did not develop a popular method for risk-adjusted performance evaluation of mutual funds.
A) Eugene Fama
B) Michael Jensen
C) William Sharpe
D) Jack Treynor
E) Eugene Fama and Michael Jensen
Eugene Fama
An American economist and Nobel laureate known for his work on the efficient-market hypothesis.
Risk-Adjusted Performance
A measure of how much risk is involved in producing a financial return, used to compare the performance of investment portfolios.
- Embrace the conceptual knowledge and arithmetic of risk-adjusted metrics like the Treynor measure, Sharpe measure, and Jensen's alpha.
Verified Answer
AO
Abraham OrozcoMay 14, 2024
Final Answer :
A
Explanation :
Michael Jensen, William Sharpe, and Jack Treynor developed popular models for mutual fund performance evaluation.
Learning Objectives
- Embrace the conceptual knowledge and arithmetic of risk-adjusted metrics like the Treynor measure, Sharpe measure, and Jensen's alpha.
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