A portfolio manager should be evaluated many times and in a variety of market environments before a final judgment is reached regarding his/her strengths and weaknesses.
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Q29: Two desirable attributes of a portfolio manager's
Q30: One example of a flawed benchmark is
Q31: An appropriate composite risk measure that indicates
Q32: Grinblatt and Titman showed that the manager's
Q33: An advantage of the GT statistic is
Q35: Money-weighted returns set the present value of
Q36: Attribution analysis separates a portfolio manager's performance
Q37: In evaluating bond performance, the Barclays Aggregate
Q38: A test of bond performance over time
Q39: Duration is considered a good measure of
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