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How Useful is the Information Ratio to Evaluate the Performance of Portfolio Managers?

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Počet stran
100 stránek
Čas čtení
4 hodiny

Více o knize

Focusing on the evolution of quantitative performance measures in asset management, this thesis explores the historical context and significance of comparing risky investments, particularly mutual funds. It traces the development of key performance metrics, starting with the Treynor Ratio, and discusses contributions from notable finance scholars. The work highlights the dual role of these measures in evaluating past performance and predicting future outcomes, emphasizing their importance to both portfolio managers and investors navigating the complexities of investment decision-making.

Nákup knihy

How Useful is the Information Ratio to Evaluate the Performance of Portfolio Managers?, Christoph Schneider

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Rok vydání
2009
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