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 | Jul 17, 2014 | attribution, Performance Perspectives Newsletter, rate of return
VOLUME 11 – ISSUE 11 July 2014 Download PDF...
by TSG | Jan 17, 2014 | attribution, attribution linking, Performance Perspectives Newsletter
VOLUME 11 – ISSUE 5 January 2014 Download PDF...
by TSG | Nov 16, 2013 | attribution, Performance Perspectives Newsletter
VOLUME 11 – ISSUE 3 November 2013 Download PDF...
by TSG | Oct 16, 2013 | attribution, Performance Perspectives Newsletter
VOLUME 11 – ISSUE 2 October 2013 Download PDF...
by TSG | Feb 16, 2013 | attribution, Performance Perspectives Newsletter
VOLUME 10 – ISSUE 6 February 2013 Download PDF...
