Hiring And Firing Managers: 4th Annual Performance And Risk Forum

The Journal of Performance Measurement--Andre Mirabelli, Ph.D.--This paper presents a simply additive, yet formally exact, approach to multi-period performance attribution. It also introduces a visual representation, which makes this new approach and its relationship to prior approaches intuitively clear.

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How does an attribution modeler address the following challenge?Karnosky and Singer provided an ex post decision attribution methodology that attributed active returns to currency decisions in an investment process that could actually be carried out. Are there ever valid reasons, in an ex post decision attribution process, for attributing active returns to currency-related properties that…