Multiple Attribution Formula for Extracting the Effect of Transactions from an Asset Class Segment R

$25

The author proposes a new formula for applying Modified Dietz in attribution analysis.

Multiple Attribution Formula for Extracting the Effect of Transactions from an Asset Class Segment R.

Author: Yoshiaki Akeda

The author proposes a new formula for applying Modified Dietz in attribution analysis.

Multiple Attribution Formula for Extracting the Effect of Transactions from an Asset Class Segment R.

Free Subscription!

The Journal of Performance Measurement

The Performance Measurement Resource.

Click to Subscribe