by admin | Apr 9, 2013 | bond mathematics, Campisi model, CIPM, CIPM Exam Tips & Tricks, CIPM expert, duration, fixed income attribution, performance attribution
A common question I get is what is the purpose of the “index portfolio” used in the Campisi fixed income attribution model.Before answering, let me first give an outline of the steps in calculating attribution in the Campisi framework.Step 1: ...
