Abstract: This note presents a derivation of the formula stating that squared information of an active portfolio is the difference between squared Sharpe ratio of the whole portfolio minus that of the benchmark portfolio.  Assumptions are explicitly stated with derivation adapted to modern notations.

Here is the link of the text.

Abstract: This note is a derivation of a formula of the present value in H-model proposed by Fuller-Hsia.

Here is the link of the text.