Browsing by Subject "Information ratio"
Now showing items 1-2 of 2
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130/30 Funds the Evolution of Active Equity Investing
(Washburn University. School of Business, 2008-03-1)We analyze the confluence of factors contributing to the momentum in the 130/30 space, including the product's strong theoretical underpinnings and appropriateness for investors' objectives in the 21st century. We discuss ... -
Cross-Sectional Dispersion of Stock Returns, Alpha and the Information Ratio
(Washburn University. School of Business, 2009-07-1)We find that the cross-sectional dispersion of U.S. stock returns provides economically significant forecasts of alpha dispersion across high- and low-performing portfolios of stocks over 3-month and 1-year horizons. ...