The Limited Efficacy Of Elementary Brinson Attribution Example

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.

When using a Dietz calculation for the returns of traded components of a portfolio on a single day, do all components have to use the same timing rule, or can some use all trades at open and others use purchases at open and sales at the close, etc., and still have these component returns roll…

How does an attribution modeler address the following challenge?If a Fund achieves 50% one year and 0% the next, and its Benchmark achieves 0% the first year and -50% the next, then the active return each year is 50%. Is the annualized active return 50%? Or is the annualized active return the annualized Fund return…