Getting “Performance Attribution”
First Rate 2014 Performance Conference: Solutions through Integration–Andre Mirabelli, Ph.D.– Presentation on understanding Performance & Attribution Systems
Getting “Performance Attribution”
Related news
Opturo Launches Enterprise Data Governance Platform
Opturo launches Enterprise Data Governance, a Bolt-On platform to define policies and rules in real-time across the entire enterprise to securely access and protect sensitive data
Read moreODIN’s Reconciliation & Support for Asset Managers
🔍 Data clarity isn't optional—it's essential. That's why ODIN's Reconciliation & Support feature is designed to give asset managers full confidence in their analytics pipelines. One of our clients, a global investment firm, uses this feature daily to automate the identification and resolution of data mismatches across multiple systems—turning what used to be hours of…
Read moreA bi-weekly challenge from Andre Mirabelli & Opturo
If the central insight of Modern Portfolio Theory is that information about returns without commensurate information about risk is dangerously misleading, under what circumstances should one report, to portfolio managers or to asset owners, the results of an ex-post performance attribution that evaluates how much of the active return is due to each type of…


