Fixed Income Attribution Bundle


5 articles, 1 book, 2 webcasts

Fixed Income Attribution: List $500 – Discount $250

  • Fixed-income Performance Attribution: A Flexible Approach
  • Fixed Income Attribution:  A Combined Methodology
  • Performance Attribution Methodologies:  New Returns-based Attribution and Factor-based Attribution
  • The Attribution of Portfolio and Index Returns in Fixed Income
  • Primer on Fixed Income Performance Attribution


  • Readings in Fixed Income Attribution


  • Fixed Income Attribution Models Webcast
  • A Fixed-Income Attribution Overview

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The Journal of Performance Measurement

The Performance Measurement Resource.

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