On Information Ratio

By Stylianos Paganopoulos. 2010

110 citations recorded by the source corpus.

Subfields: Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/79a14655b74bce2996a5addc3a043caeda81a096

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In Management Science and Operations Research

1. A. Ahsan
2. Kees G. Koedijk
3. Md. Bokhtiar Hasan, PhD
4. Jeroen Derwall

Citations in the corpus

• Can Mutual Funds Outguess the Market: Evidence from Bangladesh? (2016, background): “After observing IRs over a 10-year horizon, Goodwin [8] noticed that even among constantly outshining long-only managers, not many are able to maintain an IR of 0.”
• Socially Responsible Fixed-Income Funds (2008, methodology): “21 Treynor and Black (1973) and the information ratio described in Goodwin (1998). In addition, Table 4 reports on a statistical test for comparing Sharpe ratios and appraisal ratios, based on the method originally developed by Jobson and Korkie (1981). That is, we formally compare the difference in”