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Tags
#reading-8-statistical-concepts-and-market-returns
Question

What happens to a portfolio's positive Sharpe ratio if we increase risk

Answer

Sharpe ratio decreases if we increase risk, all else equal


Tags
#reading-8-statistical-concepts-and-market-returns
Question

What happens to a portfolio's positive Sharpe ratio if we increase risk

Answer
?

Tags
#reading-8-statistical-concepts-and-market-returns
Question

What happens to a portfolio's positive Sharpe ratio if we increase risk

Answer

Sharpe ratio decreases if we increase risk, all else equal


Summary

statusnot learnedmeasured difficulty37% [default]last interval [days]               
repetition number in this series0memorised on               scheduled repetition               
scheduled repetition interval               last repetition or drill

Details

No repetitions


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