Title page for ETD etd-0824104-155216

Document Type	thesis
Author Name	Blatt, Sharon L
URN	etd-0824104-155216
Title	An In-Depth Look at the Information Ratio
Degree	MS
Department	Mathematical Sciences
Advisors	Arthur Heinreicher, Advisor
Keywords	Information ratio Excess returns
Date of Presentation/Defense	2004-09-16
Availability	restricted
Abstract The information ratio is a very controversial topic in the business world. Some portfolio managers put a lot of weight behind this risk-analysis measurement while others believe that this financial statistic can be easily manipulated and thus shouldn't be trusted. In this paper, an attempt will be made to show both sides of this issue by defining the information ratio, applying this definition to real world situations, explaining some of the negative impacts on the information ratio, comparing this ratio to other statistical measures, and showing some ways to improve a portfolio manager's information ratio.
Files	Blatt.pdf indicates that a file or directory is accessible from the WPI campus network only.

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