Practical analysis for investment professionals

risk


Take 15: Evaluating Performance Attributions and New Models to Measure Risk

Carl R. Bacon, CIPM, a performance measurement specialist, discusses the evolution of performance attribution, the latest developments in performance measurement, and the issue of ex post risk.

Take 15: Synthetic Risk and Reward Indicator: Simplifying or Over-Simplifying Risk?

Paul D. Kaplan, CFA, shares his analysis of the Synthetic Risk and Reward Indicator (SRRI) that has been introduced by the European Commission for investment funds as a part of the UCITS.



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