Implementing Daily Stock-Level Attribution: A Case Study

$25.00

This paper provides an overview of a project, executed mainly in 1999, to implement daily stock level performance attribution at one of the leading fund managers in Australia.  The author focuses on the practical issues that determined the outcome of the project.

Author: Damien Laker

This paper provides an overview of a project, executed mainly in 1999, to implement daily stock level performance attribution at one of the leading fund managers in Australia.  The author focuses on the practical issues that determined the outcome of the project.

 

Implementing Daily Stock-Level Attribution: A Case Study

Reviews

There are no reviews yet.

Only logged in customers who have purchased this product may leave a review.

Free Subscription!

The Journal of Performance Measurement

The Performance Measurement Resource.

Click to Subscribe