Questions tagged [manager-analysis]
The manager-analysis tag has no usage guidance.
3
questions
2
votes
1answer
193 views
portfolio information ratio calculation on daily returns including hedged strategy results interpretation
I am tasked with calculating the portfolio information ratio on ~15 years of daily portfolio returns and I am finding several approaches online which is quite confusing.
The first approach simply ...
2
votes
1answer
567 views
Stepwise Cointegration
This is more of a general question at this point, but if my thought process makes sense I will follow up with an R implementation. I have read a number of papers on cointegration analysis for pairs ...
21
votes
2answers
945 views
Measuring Behavioral Finance Effects in Fund/Portfolio Manager Analysis
I want to know if there are some standardized measures to evaluate how irrationally human a portfolio manager is. Are there any performance measures or scorings for behavioral finance effects? How "...
