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
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|---|---|
| Authors: | Xia, Steve Q. ; Simonian, Joseph |
| Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 47.2021, 4, multi-asset special issue, p. 135-144
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| 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 |
| 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