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Mortgage-Rate-Adjusted Home Prices
At the market level, effective home prices allow for neutralization of mortgage rates on the movement of the housing market.
Turnover-Adjusted Information Ratio
In this paper, we study the behavior of information ratio (IR) as determined by the fundamental law of active investment management.
Information Coefficient as a Performance Measure of Stock Selection Models
Information coefficient (IC) is a widely used metric for measuring investment managers' skills in selecting stocks.
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