CFA® Level I Portfolio Management - Sharpe ratio, Treynor ratio, M2 , and Jensen’s alpha
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- Опубликовано: 26 июл 2022
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Great explanation - thanks!
Great
Can any one explain it Why cfa holders gets lower income in comparison of other analytics (data analytics, business analytics, data science) although cfa is renowned certificate.
Any mistakes. I thought the M2 fomula is SR*stdmarket + Rf. Not SR*stdmarket -(Rm-Rf)
They changed it in this year's CFA curriculum. Obviously use the one you have on the 2024 CFA curriculum, so the shorter one
I believe the formula here is now referred to as the M^2 alpha I think, but anyway use what you got in the 2024 materials and you can't go wrong
The formula is M squared Alpha(not m squared)
@@IAP_mkt oh my mistakes, thk u so much!😙