menu-iconExamlexExamLexServices

Discover

Ask a Question
  1. All Topics
  2. Topic
    Business
  3. Study Set
    Fundamentals of Investments
  4. Exam
    Exam 13: Performance Evaluation and Risk Management
  5. Question
    The Jensen-Treynor Alpha Is Defined As: A) Beta/Jensen's Alpha B)\(\times\)
Solved

The Jensen-Treynor Alpha Is Defined As:
A) Beta/Jensen's Alpha
B) ×\times×

Question 20

Question 20

Multiple Choice

The Jensen-Treynor alpha is defined as:


A) beta/Jensen's alpha
B) Jensen's alpha/standard deviation
C) standard deviation/Jensen's alpha
D) Jensen's alpha/beta
E) beta ×\times× Jensen's alpha

Correct Answer:

verifed

Verified

Unlock this answer now
Get Access to more Verified Answers free of charge

Related Questions

Q15: Explain why performance measures, beyond simply the

Q16: Consider a portfolio with an initial expected

Q17: A portfolio with a beta of 0.9

Q18: The best performance measures of a market

Q19: Which of the following represents the best

Q21: In the normal distribution, the probability of

Q22: While portfolio Z has a return of

Q23: Which of the following performance measures is

Q24: You want to create a two-asset portfolio.

Q25: To compute a 2-year VaR, the average

Examlex

ExamLex

About UsContact UsPerks CenterHomeschoolingTest Prep

Work With Us

Campus RepresentativeInfluencers

Links

FaqPricingChrome Extension

Download The App

Get App StoreGet Google Play

Policies

Privacy PolicyTerms of ServiceHonor CodeCommunity Guidelines

Scan To Download

qr-code

Copyright © (2025) ExamLex LLC.

Privacy PolicyTerms Of ServiceHonor CodeCommunity Guidelines