$25.00
In the first part of this article that was published in the Fall issue of this Journal, the authors discussed a framework for performance attribution. They discussed a generic “top-down” investment process that should fit most fixed income investment strategies.
Author: Bernard Murira, World Bank and Hector Sierra, Ph.D., World Bank
Description
In the first part of this article that was published in the Fall issue of this Journal, the authors discussed a framework for performance attribution. They discussed a generic “top-down” investment process that should fit most fixed income investment strategies. Because each institution is unique in its investment process, performance attribution needs to be tailored to fit the investment process of each. In this second part of the paper, the authors discuss the allocation model, as well as some practical issues related to the attribution process, and present their conclusions.
Fixed Income Attribution: a Unified Framework – Part 2
Related products
-
“A Call to Arms!” The Next Frontier for Taxable Accounts-After- tax Return Performance Attr
$25.00 Add to cart -
A Case for Fixed Income Holdings-Based Attribution: Techniques for Achieving Cleaner Results
$25.00 Add to cart -
A General Framework for the Business Requirements of an Investment Performance Measurement System
$25.00 Add to cart -
A General Approach for Linking Arithmetic Attribution Results Over Time
$25.00 Add to cart