$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 Framework for Multiple Currency Fixed Income Attribution
$25.00 Add to cart -
A Jigsaw Puzzle of Basic Risk-adjusted Performance Measures
$25.00 Add to cart -
A Brinson Model Alternative: an Equity Attribution Model with Orthogonal Risk Attributions
$25.00 Add to cart -
A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution
$25.00 Add to cart