Measuring Investment Skill Using The Effective ...

The information coefficient (IC) is a measure of the merit of a predicted value. In finance, the information coefficient is used as a performance metric for ...

Information Coefficient (IC). The correlation between predicted and actual stock returns, sometimes used to measure the contribution of a financial analyst.

The information coefficient (IC) is a measure used to evaluate the skill of an investment analyst or an active portfolio manager. The information coefficient ...

由 F Zhang 著作 · 2020 — Information coefficient (IC) is a widely used metric for measuring investment managers' skills in selecting stocks. However, its adequacy and effectiveness ...

由 Y Chuan 著作 · 2019 — IC (Information Coefficient) is a widely and deeply accepted measure in active portfolio management. This paper investigates its probability properties that ...

This paper proposes a new portfolio performance metric called the Effective Information. Coefficient. The EIC offers a key advantage relative to traditional ...

由 Z Ding 著作 · 2023 — The information coefficient (IC), defined as the correlation coefficient between a stock return and its factor exposures predictor variables ...

2023年5月8日 — The Information Coefficient (IC) is a commonly used metric to assess the skills of investment managers in stock selection.