A Case for Fixed Income Holdings-Based Attribution: Techniques for Achieving Cleaner Results

$25

Author: Edward Ha, CIPM

This article offers a critical examination of some issues that impact the loading of fixed-income holdings into an attribution system and a methodology for achieving cleaner results using holdings-based attribution.

 

A Case for Fixed Income Holdings-Based Attribution: Techniques for Achieving Cleaner Results

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The Journal of Performance Measurement

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