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How to calibrate and distribute a budget of risk between
the various actors of a diversified portfolio management? How to explain to the investor the difference
between a measured ex post risk and its ex ante level? How to quantify the accumulation of
risk resulting from correlations between productions of alpha? To address these determining stakes for the transparency of the relation between the asset managers and investors, the Club AMPERE proposes an original and innovative methodology, a results from a studies conducted in 2008 and 2009 by experts' workgroup stemming from member companies of the club. This methodology was presented in front of hundred of professionals constituted by representatives of asset managers and investors, on Wednesday, October 21st, 2009 during a conference led by: Franck Ibalot ( Covea Finance), Laurence Raby (Asset Management Crédit Agricole), Jean-François Darricau and François Pradel ( Solving Efeso). 
Download the detailed presentation of the methodology and its numerical application by filling the form below:
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