Seminar 217, Risk Management: "Using Cumulative Contribution Charts to Visualize the Relationships between Risks and Investment Horizon"

Seminar 217, Risk Management: "Using Cumulative Contribution Charts to Visualize the Relationships between Risks and Investment Horizon"

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Sep 9, 2014, 11:00 AM - 12:30 PM | 639 Evans Hall | Happening As Scheduled
Ralph Goldsticker (Speaker - Featured)
Statistical risk models are dependent on the return sampling frequency and window. Traditionally, risk modelling is performed using daily or monthly returns. While the relatively short horizon may be appropriate for asset managers concerned with near term risk, most asset owners and solutions providers have investment horizons measured in quarters or years. If variance grows with time, and...