Revealing Trading Portfolio Risk Using Performance Attribution Approaches

Student: Slavnov Aleksandr

Educational Programme: Financial Markets and Financial Institutions (Master)

Year of Graduation: 2018

Recently, investors have become more focused on how to earn more effectively with minimal risks. The whole analysis is focused not only on the analysis of sources of income, but also on the identification and understanding of the systemic risks of the trading portfolio. In this paper, a literature review is presented by the various approaches to determining the structure of profitability of the trading portfolio. The entire analysis is divided into 2 major parts: the analysis of the efficiency and risks of the trading portfolio. The empirical part of the work is based on the Brinson model and multifactor models of trading portfolio risk analysis.

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