Performance Risk Statistics : Interpretation and Applications in Selection and Monitorization of Inve
Author: Claire Lumsdaine
In looking beneath the surface of risk, the author examines relative risk. She reminds us that risk is impossible to evaluate without including the comparative alternatives-the relative risk. How risky is this route, compared to what? She carries her thesis into practical examples, comparing the performance of four hypothetical managers.
Performance Risk Statistics: Interpretation and Applications in Selection and
Monitorization of Investment Managers
Claire Lumsdaine, Aon Investment Consulting
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