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Terms for subject Investment containing ОМУ | all forms
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2-ой показатель Грэхэма-ХарвеяGraham-Harvey measure 2 (Performance measure developed by John Graham and Campbell Harvey. The idea is to lever the S&P 500 portfolio to exactly match the volatility of the fund. The difference between the fund's return and the levered S&P 500 return is the performance measure.)
1-ый показатель Грэхэма-ХарвеяGraham-Harvey measure 1 (Performance measure developed by John Graham and Campbell Harvey. The idea is to lever a fund's portfolio to exactly match the volatility of the S&P 500. The difference between the fund's levered return and the S&P 500 return is the performance measure.)