An Exposure-based Attribution Model for Balanced Portfolios

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A lot of attribution models are based on one asset class; pure equity or bond attribution models are very popular in the financial community. An increasing number of portfolios are managed globally, with the inclusion of different asset classes: equities, bonds and cash.

Author: Christian Levecq

A lot of attribution models are based on one asset class; pure equity or bond attribution models are very popular in the financial community. An increasing number of portfolios are managed globally, with the inclusion of different asset classes: equities, bonds and cash.

 

An Exposure-based Attribution Model for Balanced Portfolios

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