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Download Free Risk Adjusted Performance Measurement Issues in a Bear Market White Paper

 
Risk Adjusted Return Measures

Risk-Adjusted Return Measures – What Method to Use When Excess Returns are Negative?

In this paper we will: 

  • Examine risk-adjusted performance measures requiring special considerations when excess returns are negative

  • Determine portfolio ranking approaches with potential in negative excess-return situations

  • Increase future research expanding the search for adjustment methods to support accurate portfolio rankings?


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