A bi-weekly challenge from Andre Mirabelli & Opturo
How should a performance modeler address the following?
For an illiquid, how do you assign/interpolate returns for each day in a year in a manner that does not misrepresent its daily volatility, when one only knows the returns for each of the four quarters in the year?
A bi-weekly challenge from Andre Mirabelli & Opturo
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The Limited Efficacy Of Elementary Brinson Attribution
Read Dr. Andre Mirabelli's explanation of the limitations of Elementary Brinson Attribution. An Excel example can be found above.
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