Results 251 to 260 of about 936,105 (302)
Some of the next articles are maybe not open access.
SSRN Electronic Journal, 2011
While performance analysis is typically conducted on a benchmark-relative basis, risk analysis is often presented on an absolute-return basis. This mismatch between sources of risk and return leads to the pitfall that active management decisions cannot be evaluated on a risk-adjusted basis.
Ben Davis, Jose Menchero
openaire +1 more source
While performance analysis is typically conducted on a benchmark-relative basis, risk analysis is often presented on an absolute-return basis. This mismatch between sources of risk and return leads to the pitfall that active management decisions cannot be evaluated on a risk-adjusted basis.
Ben Davis, Jose Menchero
openaire +1 more source
SSRN Electronic Journal, 2011
Tail risk refers to the shape of the left tail of the distribution of investment returns. Return distributions are traditionally described in terms of their first for moments: mean return, volatility, skewness and kurtosis. Attribution is a descriptive approach used in portfolio analysis to explain a certain magnitude as the sum of contributions from ...
openaire +1 more source
Tail risk refers to the shape of the left tail of the distribution of investment returns. Return distributions are traditionally described in terms of their first for moments: mean return, volatility, skewness and kurtosis. Attribution is a descriptive approach used in portfolio analysis to explain a certain magnitude as the sum of contributions from ...
openaire +1 more source
SSRN Electronic Journal, 2012
We propose an integrated analysis of portfolio performance and active risk by applying the Brinson approach to Tracking Error and active Beta.
openaire +1 more source
We propose an integrated analysis of portfolio performance and active risk by applying the Brinson approach to Tracking Error and active Beta.
openaire +1 more source
Modifying Attributions of Colorectal Cancer Risk
Cancer Epidemiology, Biomarkers & Prevention, 2004Abstract We report how a four-group risk communication intervention targeted to individuals in the carpentry trade affected their perceived causes (i.e., attributions) for increased colorectal cancer (CRC) risk. The intervention varied the amount of information presented on CRC risk factors and whether participants received tailored ...
Isaac M, Lipkus +5 more
openaire +2 more sources
Population attributable risk for ovarian cancer
European Journal of Cancer, 2000Parity, oral contraceptive (OC) use, age at menopause, a family history of the disease and selected aspects of diet have been related to the risk of ovarian cancer. The quantification of their impact on a population level may help focus and rank the importance of potential prevention strategies.
F. Parazzini +5 more
openaire +5 more sources
Attributions in explanations of risk estimates
Public Understanding of Science, 2002In the spring of 1993, nearly 40 percent of Milwaukee-area residents experienced a nationally publicized outbreak of cryptosporidium, a parasite that infested the metropolitan drinking water supply. Using open-ended survey data gathered from 610 adult residents in the wake of that outbreak, this study looks at factors related to the ways in which ...
Kahlor, Lee Ann +2 more
openaire +3 more sources
Partitioning methods for multifactorial risk attribution
Statistical Methods in Medical Research, 2001The epidemiological problem of risk attribution in the framework of multiple exposures has been the subject of intensive research activities in the last decade. In particular, partitioning methods have been developed to define new multidimensional measures of attributable risk putting the task of quantifying a proportion of disease events in a ...
Land, Matthias +2 more
openaire +2 more sources
Risk-Adjusted Performance Attribution
Financial Analysts Journal, 1992(1992). Risk-Adjusted Performance Attribution. Financial Analysts Journal: Vol. 48, No. 2, pp. 75-82, 74.
openaire +1 more source