Michael Vick returns to football

There will no doubt be a lot of controversy surrounding the Philadelphia Eagles’ announcement that they have signed former Atlanta Falcons quarterback and convicted dog fight promoter Michael Vick to a two year contract. I happen to believe that Vick “did...

Attribution of balanced portfolios

I was recently sent a note about the issue of calculating attribution on balanced portfolios. There seems to be a lot of confusion about something that really isn’t that difficult.A balanced portfolio consists of two or more asset classes. For our example...

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The Journal of Performance Measurement

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