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Performance Risk Statistics: Interpretation and Applications in Selection and Monitorization of Investment Managers
Author: Claire Lumsdaine
Price: $25.00

Detailed Description

In looking beneath the surface of risk, the author examines relative risk.  She reminds us that risk is impossible to evaluate without including the comparative alternatives-the relative risk.  How risky is this route, compared to what?  She carries her thesis into practical examples, comparing the performance of four hypothetical managers.

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