A bi-weekly challenge from Andre Mirabelli & Opturo (May 11, 2020)
Should the gross portfolio return reported for day t depend on the amount of fee accrued to day t-1 when the fee was not actually paid until day t+1?
In the Opturo Newsroom, this is brought up in ‘Challenges Building A Performance & Attribution Application’ and is addressed in the published research paper “Portfolio Net of Fee Performance”.
A bi-weekly challenge from Andre Mirabelli & Opturo (May 11, 2020)
Related news
Opturo, Inc. Introduces “ODIN”, A Completely Web-Based Performance, Attribution And Risk Solution
BOSTON--(BUSINESS WIRE)--Opturo, Inc., has created a new web-based deployment of its Investment Analytics software, which it calls ODIN. Users of ODIN have access to Opturo's wide range of performance, attribution and risk analytics with the portability, scalability and ease-of-use of the web.
Read moreOpturo 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 moreThe 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.
Read more