Investment Performance Attribution

By David Spaulding

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.

• Format: Paperback
• Language: English
• ISBN: B00728D6NG
• ISBN13: 9780071408851
• Release Date: January 2003
• Publisher: McGraw-Hill
• Length: 274 Pages
• Weight: 1.20 lbs.
• Dimensions: 0.8" x 6.3" x 9.2"