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
Information ratio
It measures the active return of the manager's portfolio divided by the amount of risk that the manager takes relative to the benchmark. The higher the ... ...(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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