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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
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The Statistics of The Information Ratio
Bertrand, Philippe; Protopopescu Costin, Protopopescu - 2015
In a recent paper, Lo (2002) derives the asymptotic distribution of the Sharpe ratio under several sets of assumptions for the return-generating process. In this paper, we extend his work to the information ratio (IR), the ratio of the excess return of a portfolio over his benchmark to its...
Persistent link: https://www.econbiz.de/10014133044
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Considering Uncertainty in Project Management and Scheduling
Fliedner, Thomas Richard Alexander - 2015
Persistent link: https://www.econbiz.de/10011552858
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Toward a theory of membership association finance
Bowman, H. Woods - In: Nonprofit and voluntary sector quarterly 46 (2017) 4, pp. 772-793
Persistent link: https://www.econbiz.de/10011738153
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Nonprofit revenue strategy and downside risk : applying portfolio theory and extreme value theory
Kim, Saerim - In: Nonprofit and voluntary sector quarterly : journal of … 53 (2024) 4, pp. 948-973
Persistent link: https://www.econbiz.de/10014581600
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A comparative performance of conventional and Islamic unit trusts : market timing and persistence evidence
Alam, Nafis; Tang, Kin Boon; Rajjaque, Mohammad Shadique - In: Journal of financial services marketing : JFSM 18 (2013) 4, pp. 316-326
Persistent link: https://www.econbiz.de/10010230013
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Product-level profitability analysis and decision-making : opportunities of IT application-based approach
Koskinen, Joni; Mustonen, Erno; Harkonen, Janne; … - In: International journal of product lifecycle management : … 12 (2020) 3, pp. 210-225
Persistent link: https://www.econbiz.de/10012512234
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Anlagefonds, Typen, Funktionen und nationale Märkte
Glaus, Andreas - 1997
Persistent link: https://www.econbiz.de/10000965832
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How should diversifiable and nondiversifiable portfolio risks be defined?
Swamy, Paravastu A. V. B. - In: Journal of economics and finance 21 (1997) 3, pp. 11-18
Persistent link: https://www.econbiz.de/10001249959
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Convex measures of risk and trading constraints
Föllmer, Hans; Schied, Alexander - In: Finance and stochastics 6 (2002) 4, pp. 429-447
Persistent link: https://www.econbiz.de/10001702779