A bi-weekly challenge from Andre Mirabelli & Opturo
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
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Read morePortfolio Net Of Fee Performance
NYSSA Performance & Risk Analytics Committee--Krista Harvey, CFA, CIPM - TIAA, Andre Mirabelli, Ph.D. - Opturo -- Presentation on paper for Net-of-Fee Performance Calculations
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