Separating the Impact of Portfolio Management Decisions

$25.00

Portfolio management occurs in a reflexive enviornment where multiple factors simultaneously impact and influence each other and the resulting outcome.  The author introduces the concept of return neutralized weight analysis and explores its ability to accurately separate the impact of portfolio management decisions.  Introducing this concept into performance attribution adds key insights and expands upon the work of Brinson [1985,1986,1991].

Author: Timothy P. Ryan

Portfolio management occurs in a reflexive enviornment where multiple factors simultaneously impact and influence each other and the resulting outcome.  The author introduces the concept of return neutralized weight analysis and explores its ability to accurately separate the impact of portfolio management decisions.  Introducing this concept into performance attribution adds key insights and expands upon the work of Brinson [1985,1986,1991].

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The Journal of Performance Measurement

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