Upcoming event

PMAR is the forum for performance measurement professionals to hear the latest thinking from some of the best practitioners in the business.

DST Global Solutions are proud to sponsor this event. Ed Dumas, Head of Risk North America, DST Global Solutions will be speaking on the subject of Risk Attribution.

 Booth #10

4:10 - 4:55 PM           RISK ATTRIBUTION
EDWARD DUMAS, Ph.D., Regional Director PRMIA Boston Chapter & Head of Risk Solutions North America, DST Global Solutions 

- HOW TO MEASURE THE EFFECTIVE CONTRIBUTION TO THE TOTAL RISK AND TO THE TRACKING ERROR DUE TO ASSET ALLOCATION OR SELECTION.

- CONTRIBUTION TO RISK WITH TIME VARYING EXPOSURES - EFFECT DUE TO TOTAL RISK AND RISK ALLOCATION.

For more information about this event please click here

When and where

19 May 2010 - 20 May 2010
Hyatt Regency Jersey City

 

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