Questions tagged [manager-analysis]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
22 votes
2 answers

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 "...
vanguard2k's user avatar
  • 2,915
2 votes
1 answer

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 ...
Eric Brady's user avatar
2 votes
1 answer

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 ...
trock2000's user avatar
  • 135