Balanced Portfolio Attribution

$25

While this idea of balanced portfolio attribution is not new, the author believes that it is essential to present this topic in a clear, accurate, and relevant context. It is an important topic and yet is not a part of the traditional education for performance analysts, but the author feels it should be.

Author: Stephen Campisi, CFA

While this idea of balanced portfolio attribution is not new, the author believes that it is essential to present this topic in a clear, accurate, and relevant context. It is an important topic and yet is not a part of the traditional education for performance analysts, but the author feels it should be. He provides and article that shows how to apply the existing attribution methodology to a multi-asset portfolio. His intent is to combine understanding of this essential topic with the ability to apply the knowledge.

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