Informationless Trading and Biases in Performance Measurement: Inefficiency of the Sharpe Ratio, Treynor Ratio, Jensen’s Alpha, the Information Ratio and DEA-Based Performance Measures and Related Measures

Nwogugu, Michael I. C.

doi:10.1057/978-1-137-44701-2_6

Indices, Index Funds and ETFs 2018

DOI: 10.1057/978-1-137-44701-2_6

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Informationless Trading and Biases in Performance Measurement: Inefficiency of the Sharpe Ratio, Treynor Ratio, Jensen’s Alpha, the Information Ratio and DEA-Based Performance Measures and Related Measures

Michael I. C. Nwogugu¹

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2019

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Perception-Based Decisions, Strategic Alliances and Optimal Financial Contracting: Auctions, Strategic Alliances and a Critique of Third-Generation Prospect Theory and Related Approaches

Nwogugu¹

2019

Complex Systems, Multi-Sided Incentives and Risk Perception in Companies

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Perception-Based Decisions, Strategic Alliances and Optimal Financial Contracting: Auctions, Strategic Alliances and a Critique of Third-Generation Prospect Theory and Related Approaches

Nwogugu¹

2019

Complex Systems, Multi-Sided Incentives and Risk Perception in Companies

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Informationless Trading and Biases in Performance Measurement: Inefficiency of the Sharpe Ratio, Treynor Ratio, Jensen’s Alpha, the Information Ratio and DEA-Based Performance Measures and Related Measures

Cited by 1 publication

References 77 publications

Perception-Based Decisions, Strategic Alliances and Optimal Financial Contracting: Auctions, Strategic Alliances and a Critique of Third-Generation Prospect Theory and Related Approaches

Perception-Based Decisions, Strategic Alliances and Optimal Financial Contracting: Auctions, Strategic Alliances and a Critique of Third-Generation Prospect Theory and Related Approaches

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