Multi-Level Geometric Attribution, Revamped

$25.00

This article develops a framework for the practical implementation of true geometric attribution for complex multi-manager funds with multiple currencies. The author believes this approach will make reporting more flexible and intuitive to the end user.

Dmitry Cherkasov, CFA, CIPM

This article develops a framework for the practical implementation of true geometric attribution for complex multi-manager funds with multiple currencies. The author believes this approach will make reporting more flexible and intuitive to the end user.

Multi-Level Geometric Attribution, Revamped

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The Journal of Performance Measurement

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