Perspectives on Transaction-based Attribution

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One way to classify performance attribution methods is to refer to them as transaction-based or holdings-based.  This paper provides some perspectives on what this distinction might mean.

Author: Damien Laker

One way to classify performance attribution methods is to refer to them as transaction-based or holdings-based.  This paper provides some perspectives on what this distinction might mean.

 

Perspectives on Transaction-based Attribution.

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