A bi-weekly challenge from Andre Mirabelli & Opturo (August 31, 2020)

How does an attribution modeler address the following challenge?
Karnosky and Singer provided an ex post decision attribution methodology that attributed active returns to currency decisions in an investment process that could actually be carried out. Are there ever valid reasons, in an ex post decision attribution process, for attributing active returns to currency-related properties that can never be implemented as steps in an actual investment process?

A bi-weekly challenge from Andre Mirabelli & Opturo (August 31, 2020)

Related news

The Impact Of Precision

Read how if your system doesn't use enough significant figures, it will produce incorrect results.
Read more

Trust Depends On Authentic Communication

White paper attached - Authentic by Opturo.
Read more

Hybrid Dietz

Read about our Hybrid Dietz functionality explained by Dr. Andre Mirabelli.
Read more