Search
Browse Categories
Products
A New Measure of Tactical Allocation Skills in Performance Attribution Analysis
ASU20101442
Author: Wenling Lin, Ph.D., Northfield Information Services
Price: $25.00

Detailed Description

The emergence of tactical allocation and factor timing strategies has prompted professionals to devise various means of measuring tactical and timing skills.  This paper proposes a new measure, based on the new cash flows into and out of asset segments of the portfolio, which can easily be incorporated into conventional holdings-based or multifactor-based performance attribution systems.

Product Reviews

(0 Ratings, 0 Reviews)
Shopping Cart
Your cart is empty.