Concepedia

Information Ratios

Information Ratio is a performance metric in active portfolio management that quantifies the excess return of a portfolio relative to a benchmark per unit of tracking error, thereby distinguishing it from other risk-adjusted return measures by focusing specifically on the consistency of active management skill in security selection.

56

Publications

2.4K

Citations

113

Authors

71

Institutions

Publications per year

2017–2026

9

Parents

Publications

56

The Information Ratio

Thomas Goodwin · Financial Analysts Journal · 1998 · 278 citations

, , +10

Does Historical Performance Predict Future Performance?

Ronald N. Kahn, Andrew Rudd · Financial Analysts Journal · 1995 · 258 citations

, , +17

A refinement to the Sharpe ratio and information ratio

Craig L. Israelsen · Journal of Asset Management · 2005 · 230 citations

, , +4

On certail methods of improving ration and regression estimators

T. J. Rao · Communication in Statistics- Theory and Methods · 1991 · 169 citations

, , +12

Information Ratios for Validating Mixture Analyses

Michael P. Windham, Adele Cutler · Journal of the American Statistical Association · 1992 · 105 citations

, , +13

1–5 of 56

Authors

113

  1. GH
    Georges Hübner

    University of Liège, Belgium

    2 publications · 73 citations

    2

    h-index

  2. RH
    Ronald Hua

    Pandora (United States), United States

    2 publications · 37 citations

    2

    h-index

  3. AC
    Adele Cutler

    Utah State University, United States

    2 publications · 123 citations

    2

    h-index

  4. EQ
    Edward Qian

    Jiangxi University of Finance and Economics, China

    2 publications · 37 citations

    2

    h-index

  5. RN
    Ronald N. Kahn

    University of California, Berkeley, United States

    2 publications · 268 citations

    2

    h-index

1–5 of 113

Institutions

71

  1. SV Health Investors (United States)

    Boston, United States

    3 h-index

    5 publications

    125 citations

  2. Utah State University

    Logan, United States

    3 h-index

    6 publications

    302 citations

  3. Massachusetts Institute of Technology

    Cambridge, United States

    3 h-index

    3 publications

    132 citations

  4. Capital University

    Bexley, United States

    3 h-index

    3 publications

    81 citations

  5. Brigham Young University

    Provo, United States

    2 h-index

    2 publications

    245 citations

  6. University of Guelph

    Guelph, Canada

    1 h-index

    1 publications

    11 citations

  7. Georgia State University

    Atlanta, United States

    1 h-index

    1 publications

    98 citations

  8. University of California, Santa Barbara

    Santa Barbara, United States

    1 h-index

    1 publications

    169 citations

1–8 of 71

Venues

  1. Financial Analysts Journal

    FAJ · 7 publications · 704 citations

    7

    h-index

  2. The Journal of Portfolio Management

    JPM · 7 publications · 170 citations

    7

    h-index

  3. SSRN Electronic Journal

    Repository · 7 publications · 290 citations

    7

    h-index

  4. The Journal of Investing

    5 publications · 80 citations

    5

    h-index

  5. 2

    h-index

1–5