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Results tagged with factor-models
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user 22246
Econometric model that have the purpose to measure the effect of different risk measures on portfolio asset returns.
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What value should the risk free monthly return rate be (Sharpe ratio calculation)?
The Daily Treasury Yield Curve Rates are a commonly used metric for the "risk-free" rate of return. Currently, the 1-month risk-free rate is 0.19%, and the 1-year risk-free rate is 0.50%.
Annualizin …
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