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How useful is the information ratio to evaluate the performance of portfolio managers? /

The idea of comparing the performance of different risky investments, for example investment funds, on a quantitative basis dates back to the beginnings of the asset management industry and has been an important field of research in finance since then. Performance measures serve as valuable quantita...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Schneider, Christoph
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hamburg : Diplomica Verlag, 2010.
Temas:
Acceso en línea:Texto completo

MARC

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245 1 0 |a How useful is the information ratio to evaluate the performance of portfolio managers? /  |c Christoph Schneider. 
260 |a Hamburg :  |b Diplomica Verlag,  |c 2010. 
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504 |a Includes bibliographical references. 
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505 0 |a How Useful is the Information Ratio to Evaluate the Performance of Portfolio Managers?; Table of Contents; List of Figures; List of Tables; List of Abbreviations; 1 Introduction; 2 Theoretical Overview; 3 Data Description and Sources; 4 Empirical Study on Selected Performance Measures; 5 A Practical View on Performance Measurement; 6 Conclusion; List of References; Appendix. 
520 |a The idea of comparing the performance of different risky investments, for example investment funds, on a quantitative basis dates back to the beginnings of the asset management industry and has been an important field of research in finance since then. Performance measures serve as valuable quantitative evidence for the portfolio manager's performance as well as for the evaluation of investment decisions ex post. Based on the idea of the capital asset pricing model proposed by Treynor, Sharpe and Lintner, Treynor developed the first quantitative performance measure intended to rate mutual fund. 
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650 0 |a Portfolio management  |x Evaluation. 
650 6 |a Gestion de portefeuille  |x Évaluation. 
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650 7 |a Portfolio management  |x Evaluation  |2 fast 
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