用哩D.S.Lite那麼久,今天才看到別人1月份就寫出來的Report,D.S.Lite在下載時I/O量的確是個驚人的數據成長,各位可以依照以下轉貼的報告自己嘗...
列表文章資訊參考來源
Active Risk, Tracking Risk and Information Ratio
2021年8月1日 — Although compared funds may be different, the information risk (IR) formula standardizes the returns by dividing the difference in their ... ...(以下省略)
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The information ratio is a key criterion on which to evaluate actively managed portfolios. The optimal amount of active ...
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由 E Qian 著作 · 2004 · 被引用 71 次 — Information ratio (IR), the ratio of average excess return to active risk, is an i...
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2021年8月1日 — Although compared funds may be different, the information risk (IR) formula standardizes the returns by di...
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The information ratio (IR) measures portfolio returns and indicates a portfolio manager's ability to generate excess ret...
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It measures the active return of the manager's portfolio divided by the amount of risk that the manager takes relative t...
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The information ratio (IR) measures portfolio returns and indicates a portfolio manager's ability to generate excess ret...
Active risk and information ratio 參考影音
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