Browsing by Subject "Information ratio"

Now showing items 1-2 of 2

    • 130/30 Funds the Evolution of Active Equity Investing 

      Weigand, Robert A.; Weber, Florian; Krusen, Charles (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 

      Weigand, Robert A.; Sapra, Steven G.; Gorman, Larry R. (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. ...