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
Only logged in customers who have purchased this product may leave a review.
Related products
-
A Framework for Multiple Currency Fixed Income Attribution
$25.00 -
A Consistent Linking Concept for Fast Calculations of the Rate of Return and Research of Investment
$25.00 -
A Conceptual Framework for the Development and Verification of Attribution Models
$25.00 -
A General Framework for the Business Requirements of an Investment Performance Measurement System
$25.00
Reviews
There are no reviews yet.