2021年8月1日—Activeriskisariskthataportfoliomanagercreatesinanattempttooutperformbenchmarkreturnsagainstwhichitiscompared.,Itmeasurestheactivereturnofthemanager'sportfoliodividedbytheamountofriskthatthemanagertakesrelativetothebenchmark.Thehigher...
ACTIVE RISK AND INFORMATION RATIO
- information ratio 公式
- information coefficient
- information ratio
- information ratio formula
- Active risk and information ratio
- 資訊比information ratio
- tracking error
- information ratio formula
- excess returns
- sharp ratio
- further information
- information are
- information ratio 基金
- information ratio vs sharpe ratio
- 資訊比率 information ratio
- tracking error
- beta sharpe ratio
- beta and sharpe ratio
- information sciences
- information coefficient
- information ratio中文
- system volume information病毒
- excess return
- akaike information criterion
- 資訊比率
由EQian著作·2004·被引用71次—Informationratio(IR),theratioofaverageexcessreturntoactiverisk,isanimportantperformancemeasureforactiveinvestmentmanagement.Oneresult ...
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