"Efficient Markets, Hypothesis - Financial Markets - Robert Shiller - Lecture 7 of 23" - Video-lecture

Video-lecture, Financial Management

Description: Initially, Professor Shiller looks back at David Swensen's guest lecture, in particular with respect to the Sharpe ratio as a performance measure for investment strategies. He emphasizes the empirical difficulty to measure the standard deviation, specifically for illiquid asset classes, and elaborates on investment strategies that manipulate the Sharpe ratio.
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University: Yale University (CT)
Address: Economics