Controlling Misfit Risk in Multiple-Manager Investment Programs (Research Foundation of AIMR and Blackwell Series in Finance) PDF
134 Pages·2000·6.533 MB·English
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Controlling Misfit Risk in Multiple-Manager Investment Programs is a practical, instructive guide which offers a solution to a challenge more and more institutions are facing-misfit risk. When a sponsor uses several managers for one asset class, style biases can cause the sponsor's managers in aggregate to underperform the target despite each individual manager performing well against the manager's benchmark. In this volume, the authors provide a straightforward analytical framework for evaluating and treating this potentially costly misfit problem.
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