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.