How Useful is the Information Ratio to Evaluate the Performance of Portfolio Managers? formatIsbn:Softcover - 9783836684477 University of Siegen (Neue Geschichte)

University of Siegen (Neue Geschichte)

Volume I Direct Methods

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How Useful is the Information Ratio to Evaluate the Performance of Portfolio Managers? formatIsbn:Softcover - 9783836684477 University of Siegen (Neue Geschichte)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 quantitative evidence for the portfolio manager's performance as well as for the evaluation of investment decisions ex post. Based on the idea of the capital asset