“Effective Mix: the Evolution of Returns-Based Style Analysis Methodology”
The Boston Security Analysts Society (BSAS)Jack Doyle and Michael Markov give a presentation titled “Effective Mix: the Evolution of Returns-Based Style Analysis Methodology”. The talk is devoted to methods of exposure estimation, advantages of the use of high-frequency data, and the practical application of such analyses to the portfolio management task.
October 07, 1999
The Boston Security Analysts Society (BSAS)
Jack Doyle and Michael Markov give a presentation titled “Effective Mix: the Evolution of Returns-Based Style Analysis Methodology”. The talk is devoted to methods of exposure estimation, advantages of the use of high-frequency data, and the practical application of such analyses to the portfolio management task.