Results 221 to 230 of about 2,998,098 (243)

The Information Ratio and Performance

The Journal of Portfolio Management, 1999
When it comes to selecting mangers, the predictors of alpha and performance persistence are of primary concern investors. The authors find that it is more difficult for domestic asset class mangers (small-cap is an exception) to outperform their respective benchmarks than it is for international asset class managers.
Francis Gupta, Robertus Prajogi, Eric Stubbs   +2 more
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The Statistics of The Information Ratio

SSRN Electronic Journal, 2007
I. INTRODUCTION The common practice in the investment management industry is to impose a limit on the volatility of the deviation of the active portfolio from the benchmark, namely on the tracking error volatility (TEV). The pioneer of this approach is Roll (1992), who noted that the active portfolio had not only a systematically higher risk than the ...
Bertrand, Philippe, Protopopescu Costin, Protopopescu   +1 more
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SPECTRAL RATIO DISCRIMINANTS AND INFORMATION THEORY

Journal of Time Series Analysis, 1981
Abstract.We examine the problem of discriminating in the frequency domain between zero mean stationary Gaussian processes. Use of the Kullback‐Liebler information measure enables the selection of the important frequency bands, and a special case relevant to seismic records leads to a justification for the use of spectral ratios in discrimination ...
Dargahi-Noubary, G. R., Laycock, P. J.
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On Information Ratio

SSRN Electronic Journal, 2010
In this short technical paper, we obtain an equation for calculating the Information Ratio of a portfolio in the context of the single-index model. The equation is obtained by manipulating algebraically the fitted single-index model. Mathematically speaking, the equation can yield a maximum value for the Information Ratio for a very specific value of ...
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A refinement to the Sharpe ratio and information ratio

Journal of Asset Management, 2005
By modifying the denominator, both the Sharpe ratio and information ratio provide correct rankings during periods of negative excess returns.
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Information Ratios and Batting Averages

Financial Analysts Journal, 2006
The information ratio (IR) and the batting average are two commonly quoted measures of investment success, but these measures have shortcomings: The IR contains no information about higher moments, and the batting average contains only directional information.
Neil Constable, Jeremy Armitage
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Signal to noise ratio of information in documentation

Proceedings of the 22nd annual international conference on Design of communication: The engineering of quality documentation, 2004
The signal to noise ratio is a common concept in radio communications and electronic communication in general. For a radio, the static is the noise. Too much static and the storm report gets drowned out, or at least you must listen closely to understand the announcer.
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Estimating Ratio of Proportions Using Auxiliary Information

Biometrical Journal, 1986
AbstractThe problem of estimation of ratio of population proportions is considered and a difference‐type estimator is proposed using auxiliary information. The bias and mean squared error of the proposed estimator is found and compared to the usual estimator and also to WYNN'S (1976) type estimator. An example is included for illustration.
Singh, G., Singh, R. K., Kaur, P.
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The Golden ratio in the age of communication and information technology

2017 40th International Convention on Information and Communication Technology, Electronics and Microelectronics (MIPRO), 2017
This paper is based on two main theses. The first one, according to a research of Gustav Fechner, people have sustainable preferences to forms with proportions, close to Golden ratio. The second these is that human perception and aesthetical criteria can be developed and trained.
Y. I. Doychinov, Ivaylo S. Stoyanov, Teodor B. Iliev   +2 more
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The retinal arteriole to venule ratio: informative or deceptive?

Graefe's Archive for Clinical and Experimental Ophthalmology, 2007
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Cheung, N, Wong, TY
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