Long Term Risk Adjusted Attribution
$25
The author provides a simple approach to the problem of linking attribution effects over time: Just Don’t Do It. Instead he suggests a “long single-period” approach using style-based benchmarks and simple subtraction.
Author: Stephen Campisi
The author provides a simple approach to the problem of linking attribution effects over time: Just Don't Do It. Instead he suggests a "long single-period" approach using style-based benchmarks and simple subtraction.
Long Term Risk Adjusted Attribution
Related products
-
A Multi-Period Algorithm that has Stood the Test of Time
$25 -
A Consistent Linking Concept for Fast Calculations of the Rate of Return and Research of Investment
$25 -
A Brinson Model Alternative: an Equity Attribution Model with Orthogonal Risk Attributions
$25 -
A Closer Look at Performance Persistence of Mutual Funds
$25