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