$25.00
The authors examine different ways to capture the impact of a currency overlay, to capture the performance of partially hedged mandates, and methods of reconciling differences between the process by which custodians and overlay managers calculate performance.
Authors: Paul Laubscher, Arun Muralidhar, Ph.D., and Mark Reynolds
Description
The authors examine different ways to capture the impact of a currency overlay, to capture the performance of partially hedged mandates, and methods of reconciling differences between the process by which custodians and overlay managers calculate performance.
Related products
-
A Jigsaw Puzzle of Basic Risk-adjusted Performance Measures
$25.00 Add to cart -
A Geometric Attribution Model and a Symmetry Principle
$25.00 Add to cart -
A Consistent Linking Concept for Fast Calculations of the Rate of Return and Research of Investment
$25.00 Add to cart -
A Framework for Multiple Currency Fixed Income Attribution
$25.00 Add to cart