The Journal Interview: Building and Automating a Fixed Income Attribution Model to Enhance Client Reporting at Alberta Investment Management Corporation
$25
The Journal Interview: Building and Automating a Fixed Income Attribution Model to Enhance Client Reporting at Alberta Investment Management Corporation
The Investment Performance, Analytics and Reporting (IPAR) team at Alberta Investment Management Corporation (AIMCo), in collaboration with Fixed Income Investment teams, has enhanced their Fixed Income Attribution (FIA) reporting solution. To demonstrate how this solution improves FIA for investment teams and clients, we interviewed Philip Hardie and Fangzhou Chen.
Related products
-
A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution
$25 -
A Brinson Model Alternative: an Equity Attribution Model with Orthogonal Risk Attributions
$25 -
A Jigsaw Puzzle of Basic Risk-adjusted Performance Measures
$25 -
“A Call to Arms!” The Next Frontier for Taxable Accounts-After- tax Return Performance Attr
$25