African regional and national burden of diabetes mellitus and its attributable risk factors from 1990 to 2021: results from the global burden of disease study 2021. [PDF]
Wang QY +7 more
europepmc +1 more source
Lifetime Attributable Risk in Mammography Screenings in Dubai: The Influence of Breast Thickness and Age on Radiation Exposure. [PDF]
Noor KAM +3 more
europepmc +1 more source
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]
Cao Z +13 more
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Global, Regional, and National Burden of Aortic Aneurysm and Its Attributable Risk Factors from 1990 to 2021: An Analysis of the Global Burden of Disease Study 2021. [PDF]
Liu H, Zhang X, Lu H.
europepmc +1 more source
Attributable Risk and Consequences of Bone Mineral Density Deficits in Childhood Cancer Survivors.
Goodenough CG +20 more
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Risk Adjusted Performance Attribution
SSRN Electronic Journal, 2018Comparing 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
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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
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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 ...
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