Another Use for Active Share—Understanding Portfolio Exposures
Simon Elimelakh, Barry Gillman and Geoffrey Warren
The Journal of Investing October 2020, 29 (6) 7-22; DOI: https://doi.org/10.3905/joi.2020.1.149
Simon Elimelakh
is head of investment portfolio analytics at MLC Asset Management in Sydney, Australia
Barry Gillman
is the research director for the Brandes Institute Advisory Board and a principal at Longevity Financial Consulting LLC, in New York, NY
Geoffrey Warren
is an associate professor at The Australian National University in Acton, Australia
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In this issue
The Journal of Investing
Vol. 29, Issue 6
October 2020
Another Use for Active Share—Understanding Portfolio Exposures
Simon Elimelakh, Barry Gillman, Geoffrey Warren
The Journal of Investing Sep 2020, 29 (6) 7-22; DOI: 10.3905/joi.2020.1.149
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- Article
- Abstract
- GENERATING AN ‘ACTIVE SHARE RISK PROFILE’
- EXPLANATION OF PORTFOLIO-LEVEL AS CONTRIBUTIONS
- ASRP DEMONSTRATION FOR GLOBAL EQUITY PORTFOLIOS
- PORTFOLIO-LEVEL ASRP
- DRILLING DOWN INTO COUNTRY AND SECTOR EXPOSURES
- ASRP AS A COUNTRY/SECTOR MATRIX
- COMPARING INDIVIDUAL PORTFOLIOS USING ASRP
- COMPARING PEER GROUPS
- FURTHER APPLICATIONS FOR ASRP
- CONCLUSION
- ADDITIONAL READING
- APPENDIX
- ENDNOTES
- REFERENCES
- Info & Metrics
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