5. Dispersion and Risk Measurement

  1. Bruce J. Feibel and
  2. Karyn D. Vincent

Published Online: 29 NOV 2011

DOI: 10.1002/9781118266595.ch5

Complying with the Global Investment Performance Standards (GIPS®)

Complying with the Global Investment Performance Standards (GIPS®)

How to Cite

Feibel, B. J. and Vincent, K. D. (2011) Dispersion and Risk Measurement, in Complying with the Global Investment Performance Standards (GIPS®), John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118266595.ch5

Publication History

  1. Published Online: 29 NOV 2011
  2. Published Print: 25 JUL 2011

ISBN Information

Print ISBN: 9780470400920

Online ISBN: 9781118266595

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Keywords:

  • risk measurement;
  • GIPS standards;
  • compliant presentations;
  • portfolio returns;
  • internal dispersion measure

Summary

This chapter contains sections titled:

  • Internal Dispersion

  • Equal Weighted Dispersion

  • Asset Weighted Dispersion

  • Risk

  • Summary