Active Risk Attribution
This ebook may not meet accessibility standards and may not be fully compatible with assistive technologies.
We propose an integrated analysis of portfolio performance and active risk by applying the Brinson approach to Tracking Error and active Beta.
Details
- Publication Date
- Jun 11, 2013
- Language
- English
- Category
- Business & Economics
- Copyright
- All Rights Reserved - Standard Copyright License
- Contributors
- By (author): Andreas Steiner
Specifications
- Format