information ratio

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    R8.P1.T1.Amenc_Ch4_RISK_MGMT_Topic:INFORMATION_RATIO_RESIDUAL vs_ACTIVE

    In reference to R8.P1.T1.Amenc_Ch4_RISK_MGMT_Topic:INFORMATION_RATIO_RESIDUAL vs_ACTIVE: The Residual Risk is the idiosyncratic Risk = any risk which is not the Systemic Risk and that Total Risk = Systemic Risk + Residual Risk. Having said that though, I am trying to get the standardized...
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    GARP.FRM.PQ.P2 Important Difference in Information Ratio Formula (garp16-p2-72)

    Dear David, I’ve had some confusion, misunderstanding and doubts when doing 09 Level I Annotated Boot Camp. Appreciate your kind help on this! I’ve noticed an important difference between you and FRM handbook with respect to calculating information ratio: in all your practice...
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