Transcription of Measuring Investment Skill Using The Effective …
{{id}} {{{paragraph}}}
Example: dental hygienist
Measuring Investment Skill Using The Effective …
1 Forthcoming in the Journal of Performance Measurement Measuring Investment Skill Using The Effective information Coefficient This paper proposes a new portfolio performance metric called the Effective information Coefficient. The EIC offers a key advantage relative to traditional performance metrics such as the information ratio: rather than get one observation of portfolio return for each period of time to evaluate, we get a one observation per time period for each asset in the investor's permissible universe of investments. As such, sample sizes are much larger and we are able to obtain statistically significant performance evaluations much more quickly.
1 “Forthcoming in the Journal of Performance Measurement” Measuring Investment Skill Using The Effective Information Coefficient
Loading..
Tags:
Information
Domain:
Source:
Link to this page:
Please notify us if you found a problem with this document:
Related search queries
Measuring Your Process Capability, Capability, Measuring, Process, An Application of Individuals Control, An Application of Individuals Control Charts, Process Capability, Process Capability Evaluation - Looking beyond, Build Innovation into Your Strategy, Cooperation for Accreditation of, Cooperation for Accreditation of Laboratories Publication, Measuring Financial Literacy: Questionnaire and, Continuous Improvement Strategies in the