What is Information Ratio
What is Information Ratio?
Expert
Information ratio: The Information ratio differ type of performance measure in that this uses the concept of tracking error. There numerator is the return in excess of a benchmark again, although, the denominator is the standard deviation of the differences in between the benchmark returns, the portfolio returns and the tracking error.
Normal 0 false false
How is arbitrage argument estimated?
Explain Strong-form efficiency in Efficient Markets Hypothesis.
Who had shown how to price options specified through simulations?
At Milan bourse, Fiat stock closed at EUR31.90 per share on Friday, September 10, 1999. Fiat trades as & ADR on the NYSE. One underlying Fiat shares equivalent one ADR. On September 10, the $/EUR spot exchange rate was $1.0367/EUR1.00. At this exchange
Illustrates an example of term bootstrapping? Answer: know the market prices of bonds all along with one, two three or five years to maturity. So, you are asked to v
What is an option price?
Why is Vomma/Volga measures convexity?
Illustrates an example of Frechet distribution?
Explain in brief about financial ratio?
18,76,764
1956128 Asked
3,689
Active Tutors
1433314
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!