Theinformationcoefficient(IC)isameasureofthemeritofapredictedvalue.Infinance,theinformationcoefficientisusedasaperformancemetricfor ...,InformationCoefficient(IC).Thecorrelationbetweenpredictedandactualstockreturns,sometimesusedtomeasurethecontri...
Information Coefficient as a Performance Measure of Stock ...
- 資訊比率
- information ratio中文
- tracking error
- treynor ratio
- information coefficient
- treynor ratio
- information ratio vs sharpe ratio
- sharpe ratio beta
- treynor ratio
- 資訊比率 information ratio
- information ratio中文
- information coefficient
- information ratio formula
- information ratio 基金
- information coefficient
- what is the sharpe ratio of a portfolio
- information gain ratio
- 資訊比率 information ratio公式
- information ratio中文
- tracking error
- information gain ratio
- excess returns
- sharpe ratio information ratio
- information ratio formula
- what is the sharpe ratio of a portfolio
由FZhang著作·2020—Informationcoefficient(IC)isawidelyusedmetricformeasuringinvestmentmanagers'skillsinselectingstocks.However,itsadequacyandeffectiveness ...
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