Measuring investment skill in multi-asset strategies : an empirical study of the information coefficient as weighted rank correlation
Steve Q. Xia and Joseph Simonian
| Year of publication: |
2021
|
|---|---|
| Authors: | Xia, Steve Q. ; Simonian, Joseph |
| Subject: | Portfolio construction | exchange-traded funds and applications | performance measurement | quantitative methods | statistical methods | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Statistische Methode | Statistical method | Messung | Measurement | Investmentfonds | Investment Fund | Korrelation | Correlation | Finanzanalyse | Financial analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jpm.2021.1.208 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012486055