$25.00
In the ongoing debate over the use of Arithmetic versus Geometric attribution methods, Mark David believes that short shrift has been given to the Arithmetic view. Separating the concept of Management Effect from that of a full performance attribution methodology, he conducts a thorough, point-by-point evaluation of both in light of recent contributions to the discussion.
Author: Mark R. David, CFA, Essex River Analytics
Description
In the ongoing debate over the use of Arithmetic versus Geometric attribution methods, Mark David believes that short shrift has been given to the Arithmetic view. Separating the concept of Management Effect from that of a full performance attribution methodology, he conducts a thorough, point-by-point evaluation of both in light of recent contributions to the discussion.
A Case for Arithmetic Attribution
Related products
-
A Jigsaw Puzzle of Basic Risk-adjusted Performance Measures
$25.00 Add to cart -
A Hierarchy of Methods for Calculating Rates of Return
$25.00 Add to cart -
A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution
$25.00 Add to cart -
A Case for Fixed Income Holdings-Based Attribution: Techniques for Achieving Cleaner Results
$25.00 Add to cart