Protopopescu Protopopescu Costin

Aix-Marseille University

3 Avenue Robert Schuman

3 Avenue Robert Schuman,

Aix-en-Provence, 13628

France

  • Aix-Marseille University

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Scholarly Papers (2)

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1.

The Statistics of The Information Ratio

International Journal of Business, Vol. 15, No. 1, 2010
Number of pages: 15 Posted: 30 Sep 2015
Philippe Bertrand and Protopopescu Protopopescu Costin
AMGSM-IAE Aix-en-Provence, Aix Marseille University, CERGAM and Aix-Marseille University
Downloads 242 (231,662)

Abstract:

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Information ratio, Asymptotic distribution

2.

The Sensitivity of the Asymptotic Variance of Performance Measures with Respect to Skewness and Kurtosis

International Journal of Business, Vol. 13, No. 3, 2008
Number of pages: 11 Posted: 30 Sep 2015
Philippe Bertrand and Protopopescu Protopopescu Costin
AMGSM-IAE Aix-en-Provence, Aix Marseille University, CERGAM and Aix-Marseille University
Downloads 41 (764,776)

Abstract:

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Sharpe Ratio, Information Ratio, Asymptotic Distribution, Skewness.