Fixed Income Attribution: A Combined Methodology
$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
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
Related products
-
A Multi-Period Algorithm that has Stood the Test of Time
$25.00 -
A Case for Fixed Income Holdings-Based Attribution: Techniques for Achieving Cleaner Results
$25.00 -
A Brinson Model Alternative: an Equity Attribution Model with Orthogonal Risk Attributions
$25.00 -
A Case for Arithmetic Attribution
$25.00