$25.00
A lot of attribution models are based on one asset class; pure equity or bond attribution models are very popular in the financial community. An increasing number of portfolios are managed globally, with the inclusion of different asset classes: equities, bonds and cash.
Author: Christian Levecq
Description
A lot of attribution models are based on one asset class; pure equity or bond attribution models are very popular in the financial community. An increasing number of portfolios are managed globally, with the inclusion of different asset classes: equities, bonds and cash.
An Exposure-based Attribution Model for Balanced Portfolios
Related products
-
A Jigsaw Puzzle of Basic Risk-adjusted Performance Measures
$25.00 Add to cart -
A Four-factor Performance Attribution Model for Equity Portfolios
$25.00 Add to cart -
A Geometric Methodology for Performance Attribution
$25.00 Add to cart -
“A Call to Arms!” The Next Frontier for Taxable Accounts-After- tax Return Performance Attr
$25.00 Add to cart