by David Spaulding | Aug 11, 2014 | arithmetic attribution, attribution, attribution linking, benchmarks, geometric attribution, Investment Performance Guy, News, performance attribution, residuals
Not for multi-periods, but for single periods, geometric attribution has residuals! In a recent post about multi-period attribution, I mentioned that while it’s true that arithmetic attribution is “linking challenged,” resulting in residuals that...
by TSG | Jan 17, 2014 | attribution, attribution linking, Performance Perspectives Newsletter
VOLUME 11 – ISSUE 5 January 2014 Download PDF...
by admin | Sep 14, 2010 | arithmetic attribution, attribution analysis, attribution linking, CIPM expert, GRAP linking, smoothing
At the Expert Level, CIPM candidates are required to learn a few of the more commonly used linking methodologies for smoothing the attribution effects that come from arithmetic models. The required methodologies include: CariñoMencheroGRAPOf these methods, the GRAP...
