A Simple Mathematical Model of Mutual Fund Outperformance and Persistence in Terms of Information Ratios

2020 ◽  
Author(s):  
Timothy Falcon Crack
2014 ◽  
Vol 59 (6) ◽  
pp. 594-603 ◽  
Author(s):  
E.-M. Rivas ◽  
E. Gil de Prado ◽  
P. Wrent ◽  
M.-I. de Silóniz ◽  
P. Barreiro ◽  
...  

2016 ◽  
Vol 56 (7) ◽  
pp. 1303-1305 ◽  
Author(s):  
Shan Yu ◽  
Zong-shu Zou ◽  
Lei Shao ◽  
Seppo Louhenkilpi

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