Equity Attribution List:
Articles:
- A Brinson Model w Alternative: an Equity Attribution Model with Orthogonal Risk Attributions
- Risk-Adjusted Performance Attribution
- Performance Attribution Methodologies: New Returns-based Attribution and Factor-based Attribution w
- Performance Attribution and the Accuracy of Detecting Timing and Selection Skills
- Analyst Attribution: Improving the Bottom-up Process
- A Four-factor Performance Attribution Model for Equity Portfolios
Webcast:
- Transaction vs Holding Based Attribution
- A Primer on Attribution