Risk-adjusted performance attribution: why it makes sense and how to do it

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Risk-adjusted performance attribution: why it makes sense and how to do it
David Spaulding, DPS, CIPM, The Spaulding Group

This paper provides background on the idea of employing a risk-adjusted approach to performance attribution, briefly reviews the few other approaches previously offered, and presents a methodology that is straight-forward, relatively simple to accomplish, and presents results in a meaningful and intuitive manner.

Risk-adjusted performance attribution: why it makes sense and how to do it
David Spaulding, DPS, CIPM, The Spaulding Group

This paper provides background on the idea of employing a risk-adjusted approach to performance attribution, briefly reviews the few other approaches previously offered, and presents a methodology that is straight-forward, relatively simple to accomplish, and presents results in a meaningful and intuitive manner.

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