Theinformationcoefficient(IC)isameasureofthemeritofapredictedvalue.Infinance,theinformationcoefficientisusedasaperformancemetricfor ...,InformationCoefficient(IC).Thecorrelationbetweenpredictedandactualstockreturns,sometimesusedtomeasurethecontri...
Measuring Investment Skill Using The Effective ...
- capm alpha
- information coefficient
- sharp ratio
- information ratio中文
- information ratio中文
- information ratio
- benchmark portfolio中文
- information ratio 基金
- beta sharpe ratio
- information ratio中文
- tracking error
- information ratio中文
- sharpe ratio information ratio
- what is the sharpe ratio of a portfolio
- Active risk and information ratio
- information ratio formula
- tracking error中文
- information ratio
- tracking error
- sharpe ratio beta
- 資訊比率 information ratio
- 資訊比率
- information are
- tracking error
- information ratio formula
ThispaperproposesanewportfolioperformancemetriccalledtheEffectiveInformation.Coefficient.TheEICoffersakeyadvantagerelativetotraditional ...
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