How useful is the information ratio to evaluate the performance of portfolio managers? / Christoph Schneider.

Format:

Book

Author/Creator:

Schneider, Christoph.

Language:

English

Subjects (All):

Portfolio management--Evaluation.

Portfolio management.

Physical Description:

1 online resource (97 p.)

Edition:

1st ed.

Place of Publication:

Hamburg : Diplomica Verlag, 2010.

Language Note:

English

Summary:

The idea of comparing the performance of different risky investments, for example investment funds, on a quantitative basis dates back to the beginnings of the asset management industry and has been an important field of research in finance since then. Performance measures serve as valuable quantitative evidence for the portfolio manager's performance as well as for the evaluation of investment decisions ex post. Based on the idea of the capital asset pricing model proposed by Treynor, Sharpe and Lintner, Treynor developed the first quantitative performance measure intended to rate mutual fund

Contents:

How Useful is the Information Ratio to Evaluate the Performance of Portfolio Managers?; Table of Contents; List of Figures; List of Tables; List of Abbreviations; 1 Introduction; 2 Theoretical Overview; 3 Data Description and Sources; 4 Empirical Study on Selected Performance Measures; 5 A Practical View on Performance Measurement; 6 Conclusion; List of References; Appendix

Notes:

Title from cover.

Includes bibliographical references.

ISBN:

9783836634472

3836634473

OCLC:

679422174