Primer on Fixed Income Performance Attribution

Description

While many of us are still struggling with the details of implementing systems for performance attribution of equity portfolios, the author alerts us to a whole range of differences we’ll encounter when addressing fixed income attribution analysis.  Lucky for us he has arranged his information in highly digestible form, as a primer, and even applies formulae for doing our own calculations and a case history illustration.

Primer on Fixed Income Performance Attribution
Stephen Campisi, CFA, Phoenix Investment Partners