EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"INFORMATION RATIO"
Narrow search

Narrow search

Year of publication
Subject
All
Portfolio selection 24 Portfolio-Management 24 Information ratio 22 information ratio 17 Theorie 12 Theory 12 Capital income 10 Information Ratio 10 Kapitaleinkommen 10 Performance measurement 10 Financial analysis 9 Finanzanalyse 9 Performance-Messung 9 Sharpe ratio 9 Investment Fund 8 Investmentfonds 8 Betriebliche Kennzahl 7 Financial ratio 7 Forecasting model 7 Prognoseverfahren 7 Aktienindex 6 Estimation theory 6 Schätztheorie 6 Stock index 6 Treynor ratio 5 CAPM 4 Jensen alpha 4 Neural networks 4 Neuronale Netze 4 Risiko 4 Risk 4 Sortino ratio 4 Tracking error 4 Aktienmarkt 3 Artificial Neural Networks 3 ETF 3 Hedging 3 Nachhaltige Kapitalanlage 3 Regression analysis 3 Regressionsanalyse 3
more ... less ...
Online availability
All
Free 26 Undetermined 20 CC license 1
Type of publication
All
Article 44 Book / Working Paper 10
Type of publication (narrower categories)
All
Article in journal 29 Aufsatz in Zeitschrift 29 Article 6 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1 research-article 1
more ... less ...
Language
All
English 39 Undetermined 14 Serbian 1
Author
All
Chiu, Wan-Yi 3 Aboy, Jacque Bon-Isaac 2 Curkovic, Marko 2 Ding, Zhuanxin 2 Doskočil, Radek 2 Ernayani, Rihfenti 2 Golden, Richard M. 2 Grudniewicz, Jan 2 Henley, Steven S. 2 Janková, Zuzana 2 Jeng, Yih 2 Kashner, T. Michael 2 Kristo, Jaksa 2 Lai, Christine W. 2 Magadia, Joselito 2 Molenkamp, Jan Bertus 2 Pézier, Jacques 2 Robiyanto, Robiyanto 2 Rodríguez Reyes, Luis Raúl 2 Samaniego, Angel 2 Santoso, Michael Alexander 2 White, Halbert 2 Xanthopoulos, Apostolos 2 Ślepaczuk, Robert 2 A Merikas, Anna 1 Amin, Shaheera 1 Arora, Ruchi 1 Auer, Benjamin R. 1 Benson, Karen 1 Bertrand, Philippe 1 Bolshakov, Andrei 1 Buckle, David 1 Chincarini, Ludwig Boris 1 Chow, Victor 1 Chow, Victor K. 1 Clauss, Pierre 1 Czinkota, Thomas 1 G Merikas, Andreas 1 Gibilaro, Lucia 1 Gray, Philip 1
more ... less ...
Institution
All
Henley Business School, University of Reading 2 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 2 Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Erasmus Research Institute of Management (ERIM), Erasmus Universiteit Rotterdam 1 Faculteit der Economische Wetenschappen en Bedrijfskunde, Vrije Universiteit 1 Faculty of Economics, University of Cambridge 1 VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics 1
more ... less ...
Published in...
All
Computational Statistics & Data Analysis 2 Finance research letters 2 ICMA Centre Discussion Papers in Finance 2 MPRA Paper 2 Review of derivatives research 2 Serie Research Memoranda 2 The journal of asset management : a major new, international quarterly journal for the financial community 2 Australian Journal of Management 1 Bankarstvo 1 Cambridge Working Papers in Economics 1 Cogent Economics & Finance 1 Cogent economics & finance 1 ERIM Report Series Research in Management 1 Econometrics 1 Econometrics : open access journal 1 Economic modelling 1 Economics letters 1 Emerging Markets Finance and Trade 1 Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets 1 Energy economics 1 European financial management : the journal of the European Financial Management Association 1 Finance Research Letters 1 Global business & economics review 1 International journal of business 1 International journal of financial engineering 1 International journal of forecasting 1 Journal of Financial Transformation 1 Journal of empirical finance 1 Journal of forecasting 1 Journal of investment management : JOIM 1 Management science : journal of the Institute for Operations Research and the Management Sciences 1 Managerial Finance 1 Quantitative finance 1 Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. 1 Research in international business and finance 1 Review of economics and development studies 1 Revista de Métodos Cuantitativos para la Economía y la Empresa 1 Revista de métodos cuantitativos para la economía y la empresa 1 SPOUDAI - Journal of Economics and Business 1 Spoudai : journal of economics and business 1
more ... less ...
Source
All
ECONIS (ZBW) 30 RePEc 15 EconStor 6 BASE 2 Other ZBW resources 1
Showing 1 - 10 of 54
Cover Image
Computational dynamics of information ratios
Auer, Benjamin R.; Marohn, Marcel - In: Economics letters 236 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10015072066
Saved in:
Cover Image
The statistics of time varying cross-sectional information coefficients
Ding, Zhuanxin; Sun, Yixiao - In: The journal of asset management : a major new, … 24 (2023) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10013556592
Saved in:
Cover Image
Nonparametric performance hypothesis testing with the information ratio
Aboy, Jacque Bon-Isaac; Magadia, Joselito - In: Cogent Economics & Finance 9 (2021) 1, pp. 1-17
their information ratio. This serves as an extension to the literature that tests performance between two portfolio …
Persistent link: https://www.econbiz.de/10014001416
Saved in:
Cover Image
EVALUATION THE PERFORMANCE OF EXCHANGE TRADED FUNDS (ETFs) LISTED ON THE INTERNATIONAL STOCK MARKETS
Janková, Zuzana; Doskočil, Radek - 2021
Tracking error, Jensen alpha, Treynor ratio, Appraisal ratio, Information ratio are used to evaluate ETFs performance. The …
Persistent link: https://www.econbiz.de/10012426804
Saved in:
Cover Image
Application of machine learning in quantitative investment strategies on global stock markets
Grudniewicz, Jan; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816704
Saved in:
Cover Image
Nonparametric performance hypothesis testing with the information ratio
Aboy, Jacque Bon-Isaac; Magadia, Joselito - In: Cogent economics & finance 9 (2021) 1, pp. 1-17
their information ratio. This serves as an extension to the literature that tests performance between two portfolio …
Persistent link: https://www.econbiz.de/10013183859
Saved in:
Cover Image
EVALUATION THE PERFORMANCE OF EXCHANGE TRADED FUNDS (ETFs) LISTED ON THE INTERNATIONAL STOCK MARKETS
Janková, Zuzana; Doskočil, Radek - 2021
Tracking error, Jensen alpha, Treynor ratio, Appraisal ratio, Information ratio are used to evaluate ETFs performance. The …
Persistent link: https://www.econbiz.de/10015335820
Saved in:
Cover Image
The futility of measuring relative performance of ESG portfolios if ESG investing improves the market performance
Buckle, David - In: The journal of asset management : a major new, … 24 (2023) 7, pp. 601-607
Persistent link: https://www.econbiz.de/10014447463
Saved in:
Cover Image
Application of machine learning in algorithmic investment strategies on global stock markets
Grudniewicz, Jan; Ślepaczuk, Robert - In: Research in international business and finance 66 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014463386
Saved in:
Cover Image
When trackers are aware of ESG : do ESG ratings matter to tracking error portfolio performance?
Ling, Aifan; Li, Junxue; Wen, Limin; Zhang, Yi - In: Economic modelling 125 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014463549
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...