02567nam 2200529 a 450 991045866840332120200520144314.03-8366-3447-3(CKB)2670000000053367(EBL)595129(OCoLC)679422174(SSID)ssj0001101136(PQKBManifestationID)11600756(PQKBTitleCode)TC0001101136(PQKBWorkID)11066516(PQKB)10481705(MiAaPQ)EBC595129(Au-PeEL)EBL595129(CaPaEBR)ebr10489145(EXLCZ)99267000000005336720110909d2010 uy 0engurcn|||||||||txtccrHow useful is the information ratio to evaluate the performance of portfolio managers?[electronic resource] /Christoph SchneiderHamburg Diplomica Verlag20101 online resource (97 p.)Title from cover.3-8366-8447-0 Includes bibliographical references.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; AppendixThe 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 fundPortfolio managementEvaluationElectronic books.Portfolio managementEvaluation.332.63332.632042Schneider Christoph390586MiAaPQMiAaPQMiAaPQBOOK9910458668403321How useful is the information ratio to evaluate the performance of portfolio managers1957533UNINA