Qwafafew: Ralph Goldsticker on Relating Risks to Investment Horizons
Sept 8th Speaker: Ralph Goldsticker, CFA
Topic: Using Cumulative Contribution Charts to Understand the Relationships between Risks and Investment Horizons
Abstract: 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… Show more
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