19-EquityPort Page 581 Friday, March 12, 2004 12:40 PM
Equity Portfolio Management 581
EXHIBIT 19.7 Active Risk Decomposition
Source: Figure 4.4 in Barra, Risk Model Handbook United States Equity: Version 3
(Berkeley, CA: Barra, 1998), p. 34. Reprinted with permission.
EXHIBIT 19.8 Active Systematic-Active Residual Risk Decomposition
Source: Figure 4.5 in Barra, Risk Model Handbook United States Equity: Version 3
(Berkeley, CA: Barra, 1998), p. 37. Reprinted with permission.