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The Flaws in Manager Selection and Risk Budget Allocation
QuantAware ,[object Object],[object Object],[object Object],[object Object],[object Object]
Key Points ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Content ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Performance Persistence Defined ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Manager Selection ,[object Object],[object Object],[object Object],[object Object],[object Object]
Relevance of Performance Persistence ,[object Object],[object Object],[object Object]
Persistence Measures ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Performance Measures ,[object Object],[object Object],[object Object]
Benefits of Improved Attribution Models  ,[object Object],[object Object],[object Object],[object Object]
Risk Budget Allocation ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Where to Use ActiveAware? ,[object Object],[object Object],[object Object],[object Object],Determine Risk Budget Allocation with (Relative) Persistence ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Determine and Rank on Adjusted Alpha USA Small Caps Etc.
Similar Products? (1) ,[object Object],[object Object],[object Object],[object Object],[object Object]
Similar Products? (2) ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Summary ,[object Object],[object Object],[object Object],[object Object]

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QuantAware

  • 1. The Flaws in Manager Selection and Risk Budget Allocation
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