Challenges Building A Performance & Attribution Application

Opturo–Andre Mirabelli, Ph.D.– Building a robust ex post Performance and Attribution system involves a number of difficult challenges. It requires careful attention to a number of particular considerations and their convoluted interactions in order to consistently provide economically meaningful results, and not formally motivated calculations that are hidden behind familiar sounding names.

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Challenges Building A Performance & Attribution Application

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A bi-weekly challenge from Andre Mirabelli & Opturo

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.