标题: Information Ratio Question [打印本页] 作者: Sunshine4ever 时间: 2013-5-6 03:30 标题: Information Ratio Question
Hi folks,
Could you please explain why a stock-based enhanced indexing strategy nomorally produce higher information ration than a derivative-based one?
Give the information ratio = Information Coefficient x (Investor Breadth)^0.5
This issue belongs to session 11-12 (Equity part)
Thanks,
