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Modigliani Risk-Adjusted Performance
Modigliani Risk-Adjusted Performance or M
2
or M2 or Modigliani-Modigliani measure or RAP is a measure of the risk-adjusted returns of some investment portfolio.
More at Wikipedia
Information ratio
Capital asset pricing model
More related topics
Jensen's alpha
Modern portfolio theory
Roy's safety-first criterion
Sharpe ratio
Mathematical finance
Financial markets
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