$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 Closer Look at Performance Persistence of Mutual Funds
$25.00 Add to cart -
A Critical Analysis of Fund Rating Systems
$25.00 Add to cart -
“A Call to Arms!” The Next Frontier for Taxable Accounts-After- tax Return Performance Attr
$25.00 Add to cart -
A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution
$25.00 Add to cart