Measuring Performance Flashcards

(8 cards)

1
Q

which are the simple performance measures

A
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2
Q

which are the RAPM (8)

definition, use, conditions,and assumption (if any)

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3
Q

when are simple perf measures ok to use?

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4
Q

rationale between models with market timing (2 components of excess return), and the 3 components of performance

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5
Q

treynor and Mazuy

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6
Q

Henriksson and merton

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7
Q

omega function

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8
Q
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