Fixed Income Attribution
$25
Fixed Income Attribution
Gerard van Breukelen, Robeco Group
Have you ever wondered how the attribution for fixed income portfolios should be down? If so, you may be interested in this article. The author presents fixed-income attribution method for a top-down decision structure.
Fixed Income Attribution
Gerard van Breukelen, Robeco Group
Related products
-
A Framework for Multiple Currency Fixed Income Attribution
$25 -
A Brinson Model Alternative: an Equity Attribution Model with Orthogonal Risk Attributions
$25 -
A Modest Proposal to Modernize the Performance Evaluation of Hedge Funds
$25 -
A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution
$25