Category: Research & White Papers

  • April 28, 2016
    For Carl Bacon's Advanced Portfolio Attribution Analysis--Andre Mirabelli, Ph.D.--Annualization is necessary whenever one needs a temporally intensive property that can…
  • April 28, 2016
    The Journal of Performance Measurement--Andre Mirabelli, Ph.D.--This paper presents a simply additive, yet formally exact, approach to multi-period performance attribution.…