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English to German translations [PRO]
Bus/Financial - Investment / Securities | | English term or phrase: a decomposition of portfolio variance that makes use of squared terms | Any ideas what is meant here?
TYA!!!
Isabel
The Investment Advisor uses relative percentage marginal contribution to tracking error ("RPMCTE") to help identify significant marginal risk concentrations. RPMCTE shows the relative percentage change in the investment portfolio volatility associated with a very small change in the weight of each risk theme or factor.
RPMCTE is limited in that relationships will only hold for small changes in weights and larger changes would necessitate new RPMCTE calculations. Additionally, the RPMCTE formula is ***a decomposition of portfolio variance that makes use of squared terms***, which may exaggerate results. |
| Isabel HohneckKudoZ activityQuestions: 46 ( 1 open) ( 1 without valid answers) ( 3 closed without grading) Answers: 472
Germany
| | Local time: 08:07
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| | Selected response from:
Reinhard Wenzel
Local time: 08:07
| Grading comment Vielen Dank, Reinhard!
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