Multiple-Period Attribution: Residuals and Compounding
$25
Multiple-period Attribution: Residual and Compounding
Brian D. Singer, Brinson Partners;
Miguel Gonzalo, Brinson Partners;
and Marc Lederman, Brinson Partners
Related products
-
A Case for Fixed Income Holdings-Based Attribution: Techniques for Achieving Cleaner Results
$25 -
A Consistent Linking Concept for Fast Calculations of the Rate of Return and Research of Investment
$25 -
A Four-factor Performance Attribution Model for Equity Portfolios
$25 -
A Modest Proposal to Modernize the Performance Evaluation of Hedge Funds
$25