Investment Performance AttributionInvestment Performance Attribution involves identifying and quantifying those activities that increase investment return above a given benchmark and is the hottest topic in institutional investing today. Investment Performance Attribution is the first book to provide clear and in depth coverage of how and when to use the varying forms of attribution. It makes necessarily high level attribution mathematics accessible, and will become an essential
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Investment Performance Attribution involves identifying and quantifying those activities that increase investment return above a given benchmark--and is the hottest topic in institutional investing today. Investment Performance Attribution is the first book to provide clear and in-depth coverage of how and when to use the varying forms of attribution. It makes necessarily high-level attribution mathematics accessible, and will become an essential reference for professional money managers and institutional investors.
Binding Type: Paperback Publisher: McGraw-Hill Published: 01/07/2003 ISBN: 9780071408851 Pages: 274 Weight: 1.20lbs Size: 9.22h x 6.32w x 0.82d