flavors of active management (e.g. tactical asset allocation, security selection, etc.). Alpha and beta are at the heart of traditional performance analysis; however, as we show in this paper, they are only
: ……………………………………...………………….……. ………………………………………………………………………… ………………………………………………………………………… Beta Tracking Error Average Maturity of Debt Instruments Fees to be charged to the fund (% of NAV per annum) Yield to Maturity Fee items Maximum charge Actual charge Country Allocation Management fee
) proposed a quantitative measure of spillovers based on the information from Variance Decomposition (VD) of forecast error associated with the N- variables Vector AutoRegressive (VAR) model Cholesky
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