Analysis of Risk-factors for Investment Portfolio Performance

Student: Lapteva Marina

Educational Programme: Financial Markets and Financial Institutions (Master)

Year of Graduation: 2016

In the theoretical part of the study existing approaches of evaluation of the effectiveness of portfolio investment including performance measurement and performance attribution were analyzed. The greatest attention was paid to the Brinson model. Multifactor model of profitability of financial assets have been described and thoroughly analyzed. Existence of a strong relationship between the different effects on the performance of portfolio investments from Trader actions and exposures to various types of macroeconomic and specific risks, determining the dynamics of return of financial assets is the main conclusion of the work.

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