$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.
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
Related products
-
“A Call to Arms!” The Next Frontier for Taxable Accounts-After- tax Return Performance Attr
$25.00 Add to cart -
A Case for Attribution Standards
$25.00 Add to cart -
A Hierarchy of Methods for Calculating Rates of Return
$25.00 Add to cart -
A Four-factor Performance Attribution Model for Equity Portfolios
$25.00 Add to cart