Style Risk: Resolving the Time Sensitivity Problem

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Authors: Frank A. Sortino, Hal J. Forsey

In measuring downside risk, a hot issue today, the authors advise us to examine the effects of two factors: style and time.  They offer an alternative to suffering the consequences of arbitrary time intervals, and share style risk solutions--including their own.

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The Journal of Performance Measurement

The Performance Measurement Resource.

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