Special Report on
Risk-Adjusted Performance Attribution
Risk-Adjusted Performance Attribution - Trends
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an investment approach that seeks to outperform benchmark returns and differs from passive management strategies which are constructed to replicate benchmark returns. RCM’s focused fundamental approach to equity investing is designed to provide our active managers with the information they require to produce returns in excess of the market. active return: the portfolio’s return minus the benchmark’s return. active risk: the risk associated with active return, commonly known as tracking error (TE). Active return is calculated as the standard deviation of monthly active returns (although quarterly active returns ...
NEW YORK, March 26, 2010 — Axioma, Inc., today announced a new agreement with FactSet Research Systems (NYSE:FDS | NASDAQ: FDS), a leading provider of global data and analytics to the financial services industry. Under the agreement, FactSet will offer access to Axioma’s Robust Risk Model™ suite and Axioma Portfolio™–Axioma’s industry-leading portfolio construction software. Axioma’s robust equity risk models and analytics are available via FactSet now. Axioma Portfolio will be integrated into the FactSet platform in the second quarter of 2010, providing investment ... Read More
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Rollins College FIN 603 Nov 24 Part II
Analyze Portfolio Performance, Attribution & Risk with Treemap Data Visualization Software
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