Risk Attribution Webcast with Philippe Gregoire – November 14, 2012

$199.00

Risk Attribution – Philippe Gregoire Webcast 11:00 am EST – 1:00 pm Part of Risk Week – November 14, 2012

Webcast 11:00 am EST - 1:00 pm
November 14, 2012 - Risk Attribution
Philippe Gregoire, Ph.D., Orfival
      • Contribution to volatility or the tracking error
      • How to explain the differences between teh risk level of the portfolio and the benchmark; diversification and/or selectivity
      • Multi-factor models in risk attribution

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