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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Read moreThe Limited Efficacy Of Elementary Brinson Attribution
Read Dr. Andre Mirabelli's explanation of the limitations of Elementary Brinson Attribution. An Excel example can be found above.
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