Multi-Level Geometric Attribution, Revamped
$25
This article develops a framework for the practical implementation of true geometric attribution for complex multi-manager funds with multiple currencies. The author believes this approach will make reporting more flexible and intuitive to the end user.
Dmitry Cherkasov, CFA, CIPM
This article develops a framework for the practical implementation of true geometric attribution for complex multi-manager funds with multiple currencies. The author believes this approach will make reporting more flexible and intuitive to the end user.
Multi-Level Geometric Attribution, Revamped
