19/04/2014 10:31:18 Free Membership Login
 Search for a Term:           
#  A  B  C  D  E  F  G  H  I  J  K  L  M  N  O  P  Q  R  S  T  U  V  W  X  Y  Z  

Graham-Harvey Measure 2


Graham-Harvey Measure 2 definition :
Graham-Harvey Measure 2Performance 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.




By accessing the services available at ADVFN you are agreeing to be bound by ADVFN's Terms & Conditions

1 site:2 us 140419 10:31