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Improving Risk Measurement, Analysis and Management (With a Little More Help From Euclid)
Authors: Brian Singer, Christoph Kessler, Gunter Schwarz, Kevin Terhar and John Zerolis
Price: $25.00

Detailed Description

The authors acknowledge that making sense of mathematical and statistical relationships can be difficult, and suggest a method for visualizing potentially-abstract portfolio risk concepts.  This ability, they say, enables an intuitive decomposition of portfolio risks into benchmarks and residual components, using only a limted amount of initial information.

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