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The 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.
Read moreOpturo Partners With Exchange Data International To Offer Firms Cost-Effective Robust Investment Analytics
Opturo Integrates EDI's Extensive Data Sets With Opturo's Enterprise And Turnkey Solutions To Offer Pay As You Go Portfolio Analysis System
Read moreA bi-weekly challenge from Andre Mirabelli & Opturo (August 3, 2020)
How should a performance modeler address the following?For an illiquid, how do you assign/interpolate returns for each day in a year in a manner that does not misrepresent its daily volatility, when one only knows the returns for each of the four quarters in the year?