标题: Information Ratio (IR) [打印本页] 作者: brain_wash_your 时间: 2011-7-11 19:19 标题: Information Ratio (IR)
According text, the ranking of IRs is : Semi-active > Active > Passive. But both active return & risk are near 0. Then IR = 0/0, how can we define IR = 0/0 ? it is the lowest or highest ?作者: liangfeng 时间: 2011-7-11 19:19
0/0 is not the same as near zero/near zero.作者: nannan66 时间: 2011-7-11 19:19
