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Search: subject:"information ratio"
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Portfolio selection
24
Portfolio-Management
24
Information ratio
19
information ratio
17
Capital income
13
Kapitaleinkommen
13
Information Ratio
10
Theorie
10
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Chiu, Wan-Yi
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Ding, Zhuanxin
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Ernayani, Rihfenti
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2
Grudniewicz, Jan
2
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2
Jeng, Yih
2
Kashner, T. Michael
2
Kristo, Jaksa
2
Lai, Christine W.
2
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2
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2
Protopopescu, Costin
2
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Robiyanto, Robiyanto
2
Rodríguez Reyes, Luis Raúl
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Samaniego, Angel
2
Santoso, Michael Alexander
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White, Halbert
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Gibilaro, Lucia
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Henley Business School, University of Reading
2
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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
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Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit
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Review of derivatives research
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Global business & economics review
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Journal of Financial Transformation
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Journal of empirical finance
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Journal of investment management : JOIM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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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
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Revista de Métodos Cuantitativos para la Economía y la Empresa
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Revista de métodos cuantitativos para la economía y la empresa
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SPOUDAI - Journal of Economics and Business
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Spoudai : journal of economics and business
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UTMS journal of economics / University of Tourism and Management : international, multidisciplinary journal for the area of south and southeastern Europe
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ECONIS (ZBW)
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RePEc
15
EconStor
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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
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
Saved in:
10
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
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