… and Jensen's alpha (Jordan & Miller, 2009). The Sharpe ratio is a basic measure for the risk adjusted performance, which was proposed by William F. Sharpe in 1966 … widely known as Jensen Alpha (Jordan & Miller, 2009, p. 416). The positive Jensen's alpha indicates that …
CITATION STYLE
Nouman, M., & Shah, A. (2013). Risk Adjusted Performance of Pakistani Mutual Funds. Business & Economic Review, 5(2), 65–78. https://doi.org/10.22547/ber/5.2.5
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