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Jeet, 2019 - Google Patents

A Fair Comparison Framework: Risk and Reward in Private & Public Investments

Jeet, 2019

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Document ID
8861845544979640424
Author
Jeet V
Publication year
Publication venue
PGIM IAS-October

External Links

Snippet

How does an asset with a higher expected return but higher risk compare to an asset with a lower expected return but lower risk? A natural answer is to rank them based on their risk- adjusted returns. But what if the expected return and risk are not estimated reliably? This is …
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