Results 251 to 260 of about 394,213 (310)

Burden of chronic respiratory diseases and their attributable risk factors in 204 countries and territories, 1990-2021: Results from the global burden of disease study 2021. [PDF]

open access: yesChin Med J Pulm Crit Care Med
Cao Z   +13 more
europepmc   +1 more source

Attributable Risk and Consequences of Bone Mineral Density Deficits in Childhood Cancer Survivors.

open access: yesJAMA Netw Open
Goodenough CG   +20 more
europepmc   +1 more source

Risk Adjusted Performance Attribution

SSRN Electronic Journal, 2018
Comparing a fund or any portfolio’s performance to a benchmark usually involves risk analysis and attribution analysis. Risk analysis considers measures such as beta and Jensen’s alpha to determine if the portfolio is riskier than the benchmark. Attribution analysis decomposes the spread between the portfolio and the benchmark returns into differences ...
Jeffrey D. Fisher, Joseph DAlessandro
openaire   +1 more source

Pitfalls in Risk Attribution

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

Tail Risk Attribution

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

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