The Information Ratio as a Performance Metric
Copyright policy ) Winfried G. Hallerbach;
The Information Ratio as a Performance Metric
The information ratio is used to assess the risk-adjusted performance of active portfolio managers. This performance metric focuses on the active portfolio only and neglects a risky benchmark component. In this paper, we consider the question whether the information ratio can be used to evaluate the value-added of active management from the perspective of the overall risky portfolio.
- Robeco Netherlands
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These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
Citations provided by BIP!popularityPopularity provided by BIP!
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
Popularity provided by BIP! 0
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