Investment Performance Attribution
Автор:
David Spaulding
Provides an overview of analytical techniques used to evaluate portfolios, such as the excess return...
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Английски език
Provides an overview of analytical techniques used to evaluate portfolios, such as the excess return above (or below) the benchmark. A proper attribution tells us what caused the excess return, or where value was added or subtracted as a result of a manager's decisions. This book guides the reader in choosing an appropriate attribution model.
