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:	Information ratio Excess returns Portfolio management Mathematical models Risk assessment
Online Access:	https://digitalcommons.wpi.edu/etd-theses/967 https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=1966&context=etd-theses

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spelling	ndltd-wpi.edu-oai-digitalcommons.wpi.edu-etd-theses-19662019-03-22T05:50:08Z An In-Depth Look at the Information Ratio Blatt, Sharon L "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 attempt will be made to show both sides of this issue by defining the information ratio, applying this definition to real world situations, explaining some of the negative impacts on the information ratio, comparing this ratio to other statistical measures, and showing some ways to improve a portfolio manager's information ratio. " 2004-08-24T07:00:00Z text application/pdf https://digitalcommons.wpi.edu/etd-theses/967 https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=1966&context=etd-theses Masters Theses (All Theses, All Years) Digital WPI Arthur C. Heinricher, Advisor Information ratio Excess returns Portfolio management Mathematical models Risk assessment
collection	NDLTD
format	Others
sources	NDLTD
topic	Information ratio Excess returns Portfolio management Mathematical models Risk assessment
spellingShingle	Information ratio Excess returns Portfolio management Mathematical models Risk assessment Blatt, Sharon L An In-Depth Look at the Information Ratio
description	"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 attempt will be made to show both sides of this issue by defining the information ratio, applying this definition to real world situations, explaining some of the negative impacts on the information ratio, comparing this ratio to other statistical measures, and showing some ways to improve a portfolio manager's information ratio. "
author2	Arthur C. Heinricher, Advisor
author_facet	Arthur C. Heinricher, Advisor Blatt, Sharon L
author	Blatt, Sharon L
author_sort	Blatt, Sharon L
title	An In-Depth Look at the Information Ratio
title_short	An In-Depth Look at the Information Ratio
title_full	An In-Depth Look at the Information Ratio
title_fullStr	An In-Depth Look at the Information Ratio
title_full_unstemmed	An In-Depth Look at the Information Ratio
title_sort	in-depth look at the information ratio
publisher	Digital WPI
publishDate	2004
url	https://digitalcommons.wpi.edu/etd-theses/967 https://digitalcommons.wpi.edu/cgi/viewcontent.cgi?article=1966&context=etd-theses
work_keys_str_mv	AT blattsharonl anindepthlookattheinformationratio AT blattsharonl indepthlookattheinformationratio
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An In-Depth Look at the Information Ratio

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