Skip to content

CFA Study Guide

optimal portfolio risk

Module 50.2 LOS 50.b: The information ratio vs the Sharpe ratio and the optimal risk amount

May 2, 2019 by CFA Study Guide

Cfa portfolio management

For review, the Sharpe ratio (SR) is the excess return per unit of risk. It is unaffected by cash inflows or leverage. …

Search for:

Quick Nav

The CFA Level III Series: Table of Contents
The CFA Level II Series: Table of Contents
The CFA Level I Series: Intro and Table of Contents

Word Map

active return active risk alternative investments ANOVA asset allocation behavioral finance business cycle capital account CFA cfa exam CFA level 1 cfa level I CFA Level II cfa level III confidence intervals convexity corporate finance covered call current account derivatives earnings quality Economics effective duration equity equity forecasting exchange rates financial reporting and analysis fiscal policy fixed income fundamental law grinold kroner information ratio Institutional Investors IPS IS level III macaulay duration Modified duration monetary policy money duration portfolio management private wealth management quantitative methods residual income Sharpe ratio

Privacy Policy
Terms
Contact

© 2024 CFA Study Guide • Built with GeneratePress