Theinformationratiomeasuresandcomparestheactivereturnofaninvestmentcomparedtoabenchmarkindexrelativetothevolatilityoftheactive ...,Informationrationisametricformeasuringhowaportfolioorfinancialassetfaresinregardstoabenchmark.Knowitscalculation,us...
The Statistics of the Information Ratio
- information sciences
- information不可數
- sharp ratio
- information ratio
- information retrieval
- tracking error
- 0050追蹤誤差
- information ratio 基金
- tracking error計算
- 什麼是etf tracking difference
- information ratio vs sharpe ratio
- tracking error
- tracking error
- excess returns
- excess returns
- excess return
- sharpe ratio information ratio
- ETF 追蹤 方法
- tracking error
- information ratio
- information ratio 基金
- information ratio vs sharpe ratio
- information
- information ratio formula
- benchmark portfolio中文
由PBertrand著作·2010·被引用7次—Inthispaper,weextendhisworktotheinformationratio(IR),theratiooftheexcessreturnofaportfoliooverhisbenchmarktoitstracking-error ...
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