Attribution Analysis and Wilshire’s Method
$25.00
This paper first presents the basic mathematic requirement of attribution and contends that any attribution method that cannot satisfy this basic requirement will face a real challenge. It then reveals how the basic requirement can be met in the process of attribution and expands the single level attribution into multiple level systems. It compares two multilevel systems and discusses their implications for implementation.
Jim Zhang, Ph.D., Merrill Lynch
This paper first presents the basic mathematic requirement of attribution and contends that any attribution method that cannot satisfy this basic requirement will face a real challenge. It then reveals how the basic requirement can be met in the process of attribution and expands the single level attribution into multiple level systems. It compares two multilevel systems and discusses their implications for implementation.
Attribution Analysis and Wilshire’s Method
Only logged in customers who have purchased this product may leave a review.
Related products
-
A Modest Proposal to Modernize the Performance Evaluation of Hedge Funds
$25.00 -
A General Framework for the Business Requirements of an Investment Performance Measurement System
$25.00 -
A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution
$25.00 -
A Consistent Linking Concept for Fast Calculations of the Rate of Return and Research of Investment
$25.00
Reviews
There are no reviews yet.