Performance Perspectives Blog

Transaction vs. Holdings Based Attribution

by | Mar 21, 2013

I am pleased to announce that the CFA Institute has published a brief article I wrote, comparing holdings and transaction-based attribution, in their online newsletter.

The article is based on research I’m doing for my doctoral dissertation, which I hope to complete shortly. It provides just a snapshot of the results, but should prove helpful. I’ve delivered talks on this topic at The Spaulding Group’s PMAR (Performance Measurement, Attribution & Risk) Conferences, too.

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