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Search: subject:"Information ratio"
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Portfolio selection
24
Portfolio-Management
24
Information ratio
20
information ratio
17
Capital income
13
Kapitaleinkommen
13
Information Ratio
10
Theorie
10
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10
Performance measurement
9
Sharpe ratio
9
Betriebliche Kennzahl
8
Financial ratio
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Risk
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Schätztheorie
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Sortino ratio
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Aktienindex
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Aktienmarkt
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Artificial Neural Networks
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Jensen alpha
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Nachhaltige Kapitalanlage
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14
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Chiu, Wan-Yi
3
Aboy, Jacque Bon-Isaac
2
Bertrand, Philippe
2
Curkovic, Marko
2
Ding, Zhuanxin
2
Ernayani, Rihfenti
2
Golden, Richard M.
2
Grudniewicz, Jan
2
Henley, Steven S.
2
Jeng, Yih
2
Kashner, T. Michael
2
Kristo, Jaksa
2
Lai, Christine W.
2
Magadia, Joselito
2
Molenkamp, Jan Bertus
2
Protopopescu, Costin
2
Pézier, Jacques
2
Robiyanto, Robiyanto
2
Rodríguez Reyes, Luis Raúl
2
Samaniego, Angel
2
Santoso, Michael Alexander
2
White, Halbert
2
Xanthopoulos, Apostolos
2
Ślepaczuk, Robert
2
A Merikas, Anna
1
Amin, Shaheera
1
Arora, Ruchi
1
Benson, Karen
1
Bolshakov, Andrei
1
Buckle, David
1
Chincarini, Ludwig Boris
1
Chow, Victor
1
Chow, Victor K.
1
Clauss, Pierre
1
Czinkota, Thomas
1
Doskočil, Radek
1
G Merikas, Andreas
1
Gibilaro, Lucia
1
Gray, Philip
1
Guerard, John Baynard
1
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Henley Business School, University of Reading
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam
1
Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit
1
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1
VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
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Computational Statistics & Data Analysis
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ICMA Centre Discussion Papers in Finance
2
International journal of business
2
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2
Review of derivatives research
2
Serie Research Memoranda
2
The journal of asset management : a major new, international quarterly journal for the financial community
2
Australian Journal of Management
1
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Cambridge Working Papers in Economics
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Emerging Markets Finance and Trade
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
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European financial management : the journal of the European Financial Management Association
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Finance Research Letters
1
Global business & economics review
1
International journal of financial engineering
1
International journal of forecasting
1
Journal of Financial Transformation
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of investment management : JOIM
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Managerial Finance
1
Quantitative finance
1
Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
Research in international business and finance
1
Review of economics and development studies
1
Revista de Métodos Cuantitativos para la Economía y la Empresa
1
Revista de métodos cuantitativos para la economía y la empresa
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SPOUDAI - Journal of Economics and Business
1
Spoudai : journal of economics and business
1
UTMS Journal of Economics
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ECONIS (ZBW)
30
RePEc
15
EconStor
6
BASE
1
Other ZBW resources
1
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1
The statistics of time varying cross-sectional information coefficients
Ding, Zhuanxin
;
Sun, Yixiao
- In:
The journal of asset management : a major new, …
24
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10013556592
Saved in:
2
EVALUATION THE PERFORMANCE OF EXCHANGE TRADED FUNDS (ETFs) LISTED ON THE INTERNATIONAL STOCK MARKETS
Janková, Zuzana
;
Doskočil, Radek
-
2021
Tracking error, Jensen alpha, Treynor ratio, Appraisal ratio,
Information
ratio
are used to evaluate ETFs performance. The …
Persistent link: https://www.econbiz.de/10012426804
Saved in:
3
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/10014001416
Saved in:
4
Application of machine learning in quantitative investment strategies on global stock markets
Grudniewicz, Jan
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816704
Saved in:
5
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:
6
Application of machine learning in algorithmic investment strategies on global stock markets
Grudniewicz, Jan
;
Ślepaczuk, Robert
- In:
Research in international business and finance
66
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463386
Saved in:
7
When trackers are aware of ESG : do ESG ratings matter to tracking error portfolio performance?
Ling, Aifan
;
Li, Junxue
;
Wen, Limin
;
Zhang, Yi
- In:
Economic modelling
125
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463549
Saved in:
8
The futility of measuring relative performance of ESG portfolios if ESG investing improves the market performance
Buckle, David
- In:
The journal of asset management : a major new, …
24
(
2023
)
7
,
pp. 601-607
Persistent link: https://www.econbiz.de/10014447463
Saved in:
9
Funds of hedge funds' role in portfolio diversification during crisis : the case of Cyprus
Mihai-Yiannaki, Simona
;
Gibilaro, Lucia
;
Mattarocci, …
- In:
Global business & economics review
26
(
2022
)
3
,
pp. 218-230
Persistent link: https://www.econbiz.de/10013193835
Saved in:
10
Targets, predictability, and performance
Peñaranda, Francisco
;
Wu, Liuren
- In:
Management science : journal of the Institute for …
68
(
2022
)
2
,
pp. 1537-1555
Persistent link: https://www.econbiz.de/10012887642
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