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  • Search: subject:"Alpha and beta separation"
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Subject
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Alpha and beta separation 2 Hedge funds 2 Style investing 2 Beta risk 1 Betafaktor 1 CAPM 1 Capital income 1 Estimation 1 Hedge fund 1 Hedgefonds 1 Investment Fund 1 Investmentfonds 1 Kapitaleinkommen 1 Portfolio selection 1 Portfolio-Management 1 Schätzung 1 Theorie 1 Theory 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Pojarliev, Momtchil 2 Levich, Richard 1 Levich, Richard M. 1
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Financial Markets and Portfolio Management 1 Financial markets and portfolio management 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Evaluating absolute return managers
Pojarliev, Momtchil; Levich, Richard - In: Financial Markets and Portfolio Management 28 (2014) 1, pp. 95-103
One traditional measure of investment performance, the information ratio (IR), is defined as the active return (alpha) divided by the tracking error (the standard deviation of the active return). Calculating an IR is straightforward when the benchmark for performance is a buy-and-hold standard...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010863292
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Cover Image
Evaluating absolute return managers
Pojarliev, Momtchil; Levich, Richard M. - In: Financial markets and portfolio management 28 (2014) 1, pp. 95-103
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010249631
Saved in:
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