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101 0 $aeng
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181   $ctxt
182   $cc
183   $acr
200 10$aHow useful is the information ratio to evaluate the performance of portfolio managers?$b[electronic resource] /$fChristoph Schneider
210   $aHamburg $cDiplomica Verlag$d2010
215   $a1 online resource (97 p.)
300   $aTitle from cover.
311   $a3-8366-8447-0 
320   $aIncludes bibliographical references.
327   $aHow 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; Appendix
330   $aThe 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 fund
606   $aPortfolio management$xEvaluation
615  0$aPortfolio management$xEvaluation.
676   $a332.63
676   $a332.632042
700   $aSchneider$b Christoph$0390586
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910785106603321
996   $aHow useful is the information ratio to evaluate the performance of portfolio managers$93688398
997   $aUNINA