The Statistics of The Information Ratio

Philippe Bertrand; Protopopescu Protopopescu Costin

doi:10.2139/ssrn.2666519

Journal Articles International Journal of Business Year : 2010

The Statistics of The Information Ratio

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1

Philippe Bertrand

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PersonId : 12026
IdHAL : philippe-bertrand
IdRef : 110465652

Centre d'Études et de Recherche en Gestion d'Aix-Marseille

Protopopescu Protopopescu Costin

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Quantitative Finance [q-fin] General Finance [q-fin.GN]

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https://hal-amu.archives-ouvertes.fr/hal-01833090

Submitted on : Monday, July 9, 2018-1:30:12 PM

Last modification on : Thursday, July 14, 2022-4:07:59 AM

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hal-01833090 , version 1 (09-07-2018)

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HAL Id : hal-01833090 , version 1
DOI : 10.2139/ssrn.2666519

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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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