Spaulding, David, 1950-
Investment performance attribution : a guide to what it is, how to calculate it, and how to use it / David Spaulding. - New York : McGraw-Hill, c2003. - a xviii, 254 p. : ill. ; 24 cm.
Includes bibliographical references (p. 243-246) and index.
An overview of attribution -- Contribution -- Equity attribution -- Fixed income attribution -- Global attribution -- Geometric attribution -- Linking across time, arithmetic -- Linking across time, geometric -- Other attribution concepts -- Attribution challenges -- Using the information -- Searching for an attribution system -- The future of attribution.
0071408851
2002011249
Investment analysis.
Portfolio management.
Rate of return.
HG4529 / .S61985 2003
332.63/2042
Investment performance attribution : a guide to what it is, how to calculate it, and how to use it / David Spaulding. - New York : McGraw-Hill, c2003. - a xviii, 254 p. : ill. ; 24 cm.
Includes bibliographical references (p. 243-246) and index.
An overview of attribution -- Contribution -- Equity attribution -- Fixed income attribution -- Global attribution -- Geometric attribution -- Linking across time, arithmetic -- Linking across time, geometric -- Other attribution concepts -- Attribution challenges -- Using the information -- Searching for an attribution system -- The future of attribution.
0071408851
2002011249
Investment analysis.
Portfolio management.
Rate of return.
HG4529 / .S61985 2003
332.63/2042