Long Term Risk Adjusted Attribution

$25.00

The author provides a simple approach to the problem of linking attribution effects over time:  Just Don’t Do It.  Instead he suggests a “long single-period” approach using style-based benchmarks and simple subtraction.

Author: Stephen Campisi

The author provides a simple approach to the problem of linking attribution effects over time:  Just Don't Do It.  Instead he suggests a "long single-period" approach using style-based benchmarks and simple subtraction.

 

Long Term Risk Adjusted Attribution

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