A bi-weekly challenge from Andre Mirabelli & Opturo
When there are flows into or out of a portfolio, can fees that are paid at the end of a period be accrued over the days of the period in a manner that preserves, from before implementing the accrual to after implementing the accrual, both the ending market value and the net return for the period?
In the Opturo Newsroom, this is noted in ‘Challenges Building A Performance & Attribution Application’ and is discussed in the paper “Portfolio Net of Fee Performance” available there.
A bi-weekly challenge from Andre Mirabelli & Opturo
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What if I invested by first doing an allocation among countries and then an allocation among sectors within countries, could I evaluate my sector allocation using a single-allocation Brinson model?See the paper and Excel example in Opturo's newsroom.