Risk Attribution and Portfolio Performance Measurement

Published on November 2016 | Categories: Documents | Downloads: 33 | Comments: 0 | Views: 201
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http://www.indxx.com/analytics.php - Risk attribution is a methodology to decompose the total risk of a portfolio into smaller terms. It can be applied to any positive homogeneous risk measures, even free of models.

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http://www.indxx.com/analytics.php - Risk attribution is a methodology to decompose the total risk of a portfolio into smaller terms. It can be applied to any positive homogeneous risk measures, even free of models.

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