An In-Depth Look at the Information Ratio

"The information ratio is a very controversial topic in the business world. Some portfolio managers put a lot of weight behind this risk-analysis measurement while others believe that this financial statistic can be easily manipulated and thus shouldn't be trusted. In this paper, an atte...

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Bibliographic Details
Main Author: Blatt, Sharon L
Other Authors: Arthur C. Heinricher, Advisor
Format: Others
Published: Digital WPI 2004
Subjects:
Online Access:https://digitalcommons.wpi.edu/etd-theses/967
https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=1966&context=etd-theses