{"title":"Active Risk Attribution","authors":"Andreas Steiner","doi":"10.2139/ssrn.2166714","DOIUrl":null,"url":null,"abstract":"We propose an integrated analysis of portfolio performance and active risk by applying the Brinson approach to Tracking Error and active Beta.","PeriodicalId":242545,"journal":{"name":"ERN: Econometric Studies of Capital Markets (Topic)","volume":"38 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2012-10-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Econometric Studies of Capital Markets (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.2166714","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 1
Abstract
We propose an integrated analysis of portfolio performance and active risk by applying the Brinson approach to Tracking Error and active Beta.
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