Construct a graph showing combinations of breadth and depth to produce constant information ratio (IR) with an

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Construct a graph showing combinations of breadth and depth to produce constant information ratio (IR) with an alpha of 3% and a tracking error of 4%.

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The Theory And Practice Of Investment Management

ISBN: 9780470929902

2nd Edition

Authors: Frank J Fabozzi, Harry M Markowitz

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Question Posted: Dec 19, 2023 01:35 AM

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Construct a graph showing combinations of breadth and depth to produce constant information ratio (IR) with an

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The Theory And Practice Of Investment Management

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