Keywords: Treynor ratio
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Journal Articles
Managerial Finance (2005) 31 (2): 87–100.
Published: 01 February 2005
..., includes evidence on the simple information ratio and the distribution of it by style. It then proceeds to contrast and compare it with the ratio derived from an estimated beta, the Sharpe ratio and the Treynor ratio, while conclusions are to be drawn concerning the usefulness of each for the investor...

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