Equity Attribution Bundle


6 articles – 2 webcasts

Equity Attribution List: 

  • 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


  • Transaction vs Holding Based Attribution
  • A Primer on Attribution

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