An Exposure-based Attribution Model for Balanced Portfolios
$25
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
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
