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Articles 1 - 4 of 4
Full-Text Articles in Finance and Financial Management
Epi Dataset, Nancy Tran
[Associated Excel File For] Facilitating Portfolio Construction Using Ex-Ante Information Ratios And Maximum Sharpe Ratios, Tom Arnold, Joseph Farizo, David S. North
[Associated Excel File For] Facilitating Portfolio Construction Using Ex-Ante Information Ratios And Maximum Sharpe Ratios, Tom Arnold, Joseph Farizo, David S. North
Finance Faculty Publications
Investors should consider Sharpe ratios and correlations together when adding a new fund to their existing portfolio. The ex-ante information ratio (also known as the appraisal ratio) is effective in informing this decision. However, a maximum Sharpe ratio calculation is equally effective in this decision while providing the additional benefit of producing optimal portfolio weights for the combined portfolio. In this paper, we demonstrate how to compute these measures to help facilitate portfolio construction.
Coo2 Bhanga Munda Data, Asli Ascioglu, Padma Kadiyala
Coo2 Bhanga Munda Data, Asli Ascioglu, Padma Kadiyala
Finance Department Faculty Journal Articles
No abstract provided.
Nebraska Extension Program Cost Analysis Spreadsheet, Deborah J. Weitzenkamp Dr.
Nebraska Extension Program Cost Analysis Spreadsheet, Deborah J. Weitzenkamp Dr.
Kimmel Education and Research Center: Faculty and Staff Publications
No abstract provided.