Studies show that alpha, N Jensen"s Alpha : = RMF

Studies show that alpha

Assignment Help Management Theories

Reference no: EM13152037

N Jensen"s Alpha : = RMF - [RF + (RM -RF) betaMF] n Studies show that alpha has been given by: -0.09% u 1955 - 1964 u 1960 - 1969 0.6% -0.2% u 1970 - 1974 showing that mutual funds have not been very good in earning abnormal returns. At any given time, it can be shown that one of them will be ahead almost all the time. Being ahead more than 90% of the time is much higher than that he has been ahead between 45% to 55% of the time. Is good past performance an indication for good performance in the future?

Reference no: EM13152037

Questions Cloud

Determining gain and loss on redemption : Dance Company has $250,000 of bonds outstanding. The unamortized premium is $3,600. If the company redeemed the bonds at 101, what would be the gain or loss on the redemption?

Gain on sale of investment : What should be the gain on sale of this investment in Rich's 2011 income statement?

Explain the introduction state that often the rate doubles : The introduction state that often the rate doubles for each temperature increase of 10degree celcius. What value of the activation energy would cause the rate to double between 25~35degree celcius? ((k value)

Caculate the amount of heat liberated : caculate the amount of heat liberated ( in kj) from 335g of mercury when it cools from 59.0 to 12.0 c

Studies show that alpha : N Jensen"s Alpha : = RMF - [RF + (RM -RF) betaMF] n Studies show that alpha has been given by: -0.09% u 1955 - 1964 u 1960 - 1969 0.6% -0.2% u 1970

How many kilojoules of heat must be removed : An Ice cube tray holds 325 grams of water. If the water initially has a temperature of 25 C, how many kilojoules of heat must be removed to cool and freeze the water 0 C?

Determining net operating income : Yore Corporation has provided the following data for the month of June. The beginning balance in the finished goods inventory account was $35,000 and the ending balance was $26,000. Sales totaled $220,000.

Compute rockland diluted earnings per share : Rockland Corporation earned net income of $389,700 in 2010 and had 100,000 shares of common stock outstanding throughout the year. Also outstanding all year was $1,039,200 of 10% bonds, which are convertible into 20,784 shares of common. Rockland'..

How many moles of alcl3 are formed : Given the following balanced reaction, if a mixture of 1.50 mol of Al and 3.00 mol of Cl2 are allowed to react, how many moles of AlCl3 are formed, assuming a 75% yield?

User Account

All Pages