Process Attribution – Measuring the Performance of the Investment Process
$25
Much has been written about how to dissect the vital components of attribution. This author examines the micro and macro aspects of the investment process itself- policies, client constraints, instrument characterstics and other elements. His findings can be used to measure the effectiveness and influences of the investment process and to improve communication among consultants, clients, and managers.
Author: Paul Smith
Much has been written about how to dissect the vital components of attribution. This author examines the micro and macro aspects of the investment process itself- policies, client constraints, instrument characterstics and other elements. His findings can be used to measure the effectiveness and influences of the investment process and to improve communication among consultants, clients, and managers.
Process Attribution - Measuring the Performance of the Investment Process.
Related products
-
A Four-factor Performance Attribution Model for Equity Portfolios
$25 -
A Consistent Linking Concept for Fast Calculations of the Rate of Return and Research of Investment
$25 -
A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution
$25 -
A Closer Look at Performance Persistence of Mutual Funds
$25