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The Sharpe, Treynor and Sortino ratios - Treynor and Sortino

Welcome to the second module of the course! Here, we will start by talking about absolute versus relative performance and mandates. The second topic of this module will be performance measurement using risk-adjusted performance ratios but also asset pricing models. Finally, we will see how to decompose and attribute performance between the different types of investment decisions undertaken by fund managers.

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