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Home» Product » Fixed Income Attribution: A Combined Methodology

Fixed Income Attribution: A Combined Methodology

Posted by admin - May 17, 2014 -
0

$25.00

Performance attribution reporting has been a major step for the asset management industry. Many different methodologies have been defined for the performance attribution of equities portfolios, however no concensus has been reached for the analysis of fixed income portfolios.

Author: Phillippe Gillet, Ph.D., and Bernard Hommolie

SKU: Summer200610-4-5 Category: Articles Tags: article, Fixed Income Attribution
  • Description

Description

Performance attribution reporting has been a major step for the asset management industry. Many different methodologies have been defined for the performance attribution of equities portfolios, however no concensus has been reached for the analysis of fixed income portfolios.

 

Fixed Income Attribution: A Combined Methodology

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