Risk Attribution Webcast with Philippe Gregoire – November 14, 2012
$199
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
November 14, 2012 - Risk Attribution
Philippe Gregoire, Ph.D., Orfival
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- 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
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Multi-factor models in risk attribution
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