When The Green Zone Could Land You in the Red Zone
$25.00
A recent research piece on risk budgeting and risk management by some investment managers leaves a lot to be desired for clients. The paper argues that just like in golf, one wants the ball to be in the fairway for the better part of the game (or in their parlance, the “green zone”); in portfolio management, clients should require their managers to keep their risk in a relatively tight range around some target.
Author: Arun Muralidhar, Ph.D.
A recent research piece on risk budgeting and risk management by some investment managers leaves a lot to be desired for clients. The paper argues that just like in golf, one wants the ball to be in the fairway for the better part of the game (or in their parlance, the "green zone"); in portfolio management, clients should require their managers to keep their risk in a relatively tight range around some target.
Only logged in customers who have purchased this product may leave a review.
Related products
-
A Conceptual Framework for the Development and Verification of Attribution Models
$25.00 -
A Modest Proposal to Modernize the Performance Evaluation of Hedge Funds
$25.00 -
A Hierarchy of Methods for Calculating Rates of Return
$25.00 -
A Brinson Model Alternative: an Equity Attribution Model with Orthogonal Risk Attributions
$25.00
Reviews
There are no reviews yet.