by David Spaulding (Author)
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.
Number of Pages: 274
Dimensions: 0.82 x 9.22 x 6.32 IN
Illustrated: Yes
Publication Date: January 07, 2003