The Annualization Of Attribution
For Carl Bacon’s Advanced Portfolio Attribution Analysis–Andre Mirabelli, Ph.D.–Annualization is necessary whenever one needs a temporally intensive property that can be used to compare the values of a temporally extensive property describing periods of different duration…
The Annualization Of Attribution
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The Annualization Of Attribution
For Carl Bacon's Advanced Portfolio Attribution Analysis--Andre Mirabelli, Ph.D.--Annualization is necessary whenever one needs a temporally intensive property that can be used to compare the values of a temporally extensive property describing periods of different duration...
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
Read moreMulti-Period Decision Attribution
Brinson Attribution was originally conceived as a single-period evaluation of the impact of sector effects vs. issue effects. Its development has moved along two dimensions. The first is its expansion to include multiperiod evaluations. The second is toward a clearer understanding of its purpose as an evaluation of controllable investment decisions.
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