题目
Which is best for RANKING portfolios with the same beta (within peer groups)?
选项
A.Treynor ratio.
B.Sharpe ratio.
C.Jensen’s alpha.
D.None.
答案
C
解析
The Jensen alpha can be used to rank portfolios within peer groups. They group together portfolios that are managed in a similar manner, and that therefore have comparable levels of risk.詹森阿尔法可用于对同级组中的投资组合进行排名。 他们将以相似方式管理的投资组合在一起，因此具有可比较的风险水平。