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The Statistics of The Information Ratio

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https://hal-amu.archives-ouvertes.fr/hal-01833090
Contributor : Imane Mohat <>
Submitted on : Monday, July 9, 2018 - 1:30:12 PM
Last modification on : Friday, December 14, 2018 - 11:06:22 AM

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Philippe Bertrand, Protopopescu Protopopescu Costin. The Statistics of The Information Ratio. International Journal of Business, 2010, ⟨10.2139/ssrn.2666519⟩. ⟨hal-01833090⟩

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