Contribution Fundamentals

$25

This article provides some fundamental concepts in regards to performance contribution: First, the issue of residuals occurring when trading takes place and how these can be overcome; and secondly a method to “link” contribution effects across time.

David Spaulding, DPS, CIPM

This article provides some fundamental concepts in regards to performance contribution: First, the issue of residuals occurring when trading takes place and how these can be overcome; and secondly a method to “link” contribution effects across time.

 

Contribution Fundamentals

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The Journal of Performance Measurement

The Performance Measurement Resource.

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