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Theory
Portfolio selection
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24
Information ratio
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information ratio
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13
Kapitaleinkommen
13
Information Ratio
10
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Bertrand, Philippe
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International journal of business
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ECONIS (ZBW)
10
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1
Nonparametric performance hypothesis testing with the
information
ratio
Aboy, Jacque Bon-Isaac
;
Magadia, Joselito
- In:
Cogent economics & finance
9
(
2021
)
1
,
pp. 1-17
their
information
ratio
. This serves as an extension to the literature that tests performance between two portfolio …
Persistent link: https://www.econbiz.de/10013183859
Saved in:
2
Enhanced indexing and selectivity theory
Bolshakov, Andrei
;
Chincarini, Ludwig Boris
;
Lewis, …
- In:
European financial management : the journal of the …
28
(
2022
)
4
,
pp. 964-998
Persistent link: https://www.econbiz.de/10013415736
Saved in:
3
Portfolio selection and optimization through neural networks and Markowitz model : a case of Pakistan stock exchange listed companies
Iqbal, Javed
;
Sandhu, Moeed Ahmad
;
Amin, Shaheera
; …
- In:
Review of economics and development studies
5
(
2019
)
1
,
pp. 183-196
Persistent link: https://www.econbiz.de/10012053302
Saved in:
4
Investment advising : pay-to-play, or capture?
Xanthopoulos, Apostolos
- In:
Spoudai : journal of economics and business
69
(
2019
)
3
,
pp. 75-110
loss in
information
ratio
to their clients, and reveal capture in their classification schemes, which serve the interests …
Persistent link: https://www.econbiz.de/10012172788
Saved in:
5
The global minimum variance hedge
Chiu, Wan-Yi
- In:
Review of derivatives research
23
(
2020
)
2
,
pp. 121-144
Persistent link: https://www.econbiz.de/10012229794
Saved in:
6
Modelling fundamental analysis in portfolio selection
Zhang, Huazhu
;
Yan, Cheng
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1315-1326
Persistent link: https://www.econbiz.de/10011911539
Saved in:
7
Conditional Sharpe ratios
Chow, Victor K.
;
Lai, Christine W.
- In:
Finance research letters
12
(
2015
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011552289
Saved in:
8
Earnings forecasting in a global stock selection model and efficient portfolio construction and management
Guerard, John Baynard
;
Markowitz, Harry
;
Xu, Ganlin
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 550-560
Persistent link: https://www.econbiz.de/10011474399
Saved in:
9
The statistics of the
information
ratio
Bertrand, Philippe
;
Protopopescu, Costin
- In:
International journal of business
15
(
2010
)
1
,
pp. 71-86
Persistent link: https://www.econbiz.de/10003959034
Saved in:
10
The sensitivity of the asymptotic variance of performance measures with respect to skewness and kurtosis
Bertrand, Philippe
;
Protopopescu, Costin
- In:
International journal of business
13
(
2008
)
4
,
pp. 349-360
Persistent link: https://www.econbiz.de/10003770619
Saved in:
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