The Limited Efficacy Of Elementary Brinson Attribution Example
An Excel example for Dr. Andre Mirabelli’s explanation of the limitations of Elementary Brinson Attribution.
The Limited Efficacy Of Elementary Brinson Attribution Example
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How should a performance modeler address the following?Is the return of a short, considered itself as a financial instrument or derivative investment vehicle, the return of its underlying (i.e., the shorted holding), implying that when the short loses money that “the return of the short” itself is positive? That is, if a short lost money…