Performance Attribution for Equity Portfolios
نویسندگان
چکیده
منابع مشابه
PERFORMANCE ATTRIBUTION FOR EQUITY PORTFOLIOS Performance Attribution for Equity Portfolios
Many portfolio managers measure performance with reference to a benchmark. The difference in return between a portfolio and its benchmark is the active return of the portfolio. Portfolio managers and their clients want to know what caused this active return. Performance attribution decomposes the active return. The two most common approaches are the Brinson-Hood-Beebower (hereafter referred to ...
متن کاملPerformance Attribution for Equity Portfolios
Many portfolio managers measure performance with reference to a benchmark. The difference in return between a portfolio and its benchmark is the active return of the portfolio. Portfolio managers and their clients want to know what caused this active return. Performance attribution decomposes the active return. The two most common approaches are the Brinson-Hood-Beebower (hereafter referred to ...
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ژورنال
عنوان ژورنال: The R Journal
سال: 2013
ISSN: 2073-4859
DOI: 10.32614/rj-2013-025