Performance Measurement Attribution- Virtual Training (Module 4 – Multi-period Attribution, PLUS)

$450.00

Performance Measurement Attribution – Virtual Training

Module 4 – Multi-period Attribution, PLUS

Performance Measurement Attribution

Module 4 - Multi-period Attribution, PLUS

 

Virtual learning classes, approximately 4 hours each

Module 4: Multi-period Attribution, PLUS

  • We will review several popular methods to link attribution effects over time, resulting in multi-period attribution. We will explain why the “simple” approaches typically do not work as expected. Students will gain a good understanding of the Cariño, Menchero, Frongello, and GRAP methods. In addition, students will discover a way to link absolute (contribution) effects across time.
  • Asset owners need attribution, too; we’ll touch on a couple approaches
  • Because hedge fund managers are absolute managers, relative performance does not apply. That said, they can still benefit from attribution, and we'll explain how.
  • Now that you have the results, what do you do with them? We address this.
  • We will touch on the challenges of software searches when it comes to attribution systems, and wrap up with a view on what lies ahead, including a discussion on risk-adjusted attribution.
  • Exercises will be included to help the students gain a greater understanding of the models.

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