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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
Tabla de Contenidos:
  • 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.