$25.00
Especially from a practitioner’s standpoint, the deluge of publications on this topic is no doubt somewhat indigestible. Hence the author hesitates to add to the volume of material on this topic. However, in the interest of clarifying some areas of agreement (and disagreement), this paper answers some of the questions and challenges that arose in response to his 2002 article.
Author: Damien Laker
Description
Especially from a practitioner’s standpoint, the deluge of publications on this topic is no doubt somewhat indigestible. Hence the author hesitates to add to the volume of material on this topic. However, in the interest of clarifying some areas of agreement (and disagreement), this paper answers some of the questions and challenges that arose in response to his 2002 article.
Toward Consensus on Multiple-period Arithmetic Attribution
Related products
-
A Geometric Methodology for Performance Attribution
$25.00 Add to cart -
A Four-factor Performance Attribution Model for Equity Portfolios
$25.00 Add to cart -
A Geometric Attribution Model and a Symmetry Principle
$25.00 Add to cart -
A Hierarchy of Methods for Calculating Rates of Return
$25.00 Add to cart