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Search: subject:"INFORMATION RATIO"
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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
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3
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Free
26
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Article
44
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6
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39
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14
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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
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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
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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
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ECONIS (ZBW)
30
RePEc
15
EconStor
6
BASE
2
Other ZBW resources
1
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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