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Home» Product » Refinements in Multi-Period Attribution

Refinements in Multi-Period Attribution

Posted by admin - May 17, 2014 -
0

$25.00

This paper shows that a family of methods for attributing market value gains to effects shares a key dilemma that does not arise in an idealized model.  Specializing the idea to the Brinson attribution model reveals certain refinements in practical algorithms.

Author: David Carino, Ph.D.

SKU: Fall20027-1-4 Category: Articles Tags: article, Multi-Period Attribution
  • Description

Description

This paper shows that a family of methods for attributing market value gains to effects shares a key dilemma that does not arise in an idealized model.  Specializing the idea to the Brinson attribution model reveals certain refinements in practical algorithms.

 

Refinements in Multi-Period Attribution

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