Improving Risk Measurement, Analysis and Management (With a Little More Help From Euclid)
$25
Authors: Brian Singer, Christoph Kessler, Gunter Schwarz, Kevin Terhar and John Zerolis
The authors acknowledge that making sense of mathematical and statistical relationships can be difficult, and suggest a method for visualizing potentially-abstract portfolio risk concepts. This ability, they say, enables an intuitive decomposition of portfolio risks into benchmarks and residual components, using only a limited amount of initial information.
Improving Risk Measurement, Analysis and Management (With a Little More Help from
Euclid)
Brian Singer, UBS Brinson;
Christoph Kessler, UBS Brinson;
Günter Schwarz, UBS Brinson;
Kevin Terhar UBS Brinson;
and John Zerolis, UBS Brinson
Related products
-
A Brinson Model Alternative: an Equity Attribution Model with Orthogonal Risk Attributions
$25 -
A Multi-Period Algorithm that has Stood the Test of Time
$25 -
A Framework for Multiple Currency Fixed Income Attribution
$25 -
A Case for Fixed Income Holdings-Based Attribution: Techniques for Achieving Cleaner Results
$25