How to find the most diversified portfolio? a) Calculate Sortino and Treynor Spend 5’ to think about which ratio represent what… b) Calculate the famous “MH ratio”: Beta / Std_dev The higher the ratio, the more diversified is the portfolio. MH
How to find the most diversified portfolio? a) Calculate Sortino and Treynor Spend 5’ to think about which ratio represent what… b) Calculate the famous “MH ratio”: Beta / Std_dev The higher the ratio, the more diversified is the portfolio. MH