$25.00
The author has chosen to take-on myths and mysteries of M-squared. Starting from a position of doubt in the essential theory of leveraging a portfolio up or down to match its risk to the benchmark, this author, through thought, reflection and research has completely reversed his original attitude.
Author: David Spaulding, CIPM, The Spaulding Group
Description
The author has chosen to take-on myths and mysteries of M-squared. Starting from a position of doubt in the essential theory of leveraging a portfolio up or down to match its risk to the benchmark, this author, through thought, reflection and research has completely reversed his original attitude. This article describes the method, shows how to calculate it, and concludes that the Modiglianis, both grandfather and granddaughter, have led us to the best way to view risk.
M-Squared: A Double-take on Three Approaches to a Primary Risk Measure.
Related products
-
A General Approach for Linking Arithmetic Attribution Results Over Time
$25.00 Add to cart -
A Closer Look at Performance Persistence of Mutual Funds
$25.00 Add to cart -
A Framework for Multiple Currency Fixed Income Attribution
$25.00 Add to cart -
A Four-factor Performance Attribution Model for Equity Portfolios
$25.00 Add to cart