Performance Measurement and Attribution with Leverage and Derivatives

$25.00

On March 9, 2009 we received this article from Damien Laker.  He was very excited and wrote that he had spent 18 months writing it and getting it to where he wanted it to be. On March 26, 2009 we learned that Damien Laker had passed away.  We wanted very much to publish this on Damien’s behalf but could only do so if it went through our double-blind review process.  With no knowledge of the author’s identity or circumstances, two reviewers gave the article very high marks and recommended it for publication.  We thank him for his contributions to our industry and for the wealth of information he shared, many times through this Journal.

Author: Damien Laker, CIPM

On March 9, 2009 we received this article from Damien Laker.  He was very excited and wrote that he had spent 18 months writing it and getting it to where he wanted it to be. On March 26, 2009 we learned that Damien Laker had passed away.  We wanted very much to publish this on Damien's behalf but could only do so if it went through our double-blind review process.  With no knowledge of the author's identity or circumstances, two reviewers gave the article very high marks and recommended it for publication.  We thank him for his contributions to our industry and for the wealth of information he shared, many times through this Journal.

 

Performance Measurement and Attribution with Leverage and Derivatives.

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