Article
Journal
Webcasts
Books
Conferences
Surveys
Training
Clothing
Classics in Investment Performance Measurement -
The Journal of Performance Measurement: US Subscribers
CIPM Expert Exam Flash Cards -
CIPM Principles Exam Flash Cards
The Spaulding Group - Home Page
Past Articles of The JPM
JPM Media Kit
Home - The Spaulding Group Webstore
>
Article
>
Attribution Analysis: Issues Old and New
View Larger Image
Email this page to a friend
Attribution Analysis: Issues Old and New
Authors: Leonid Kirievsky, Ph.D and Anatoly Kirievsky
Price:
$25.00
Quantity:
Detailed Description
Since the original article by Leonid and Anatoly Kirievsky in 2000, some new methods have been proposed to conduct attribution analysis of compound returns under multi-period time intervals, somewhat similar to the Frank/Russell approach analyzed in (Kirievsky and Kirievsky 2000 (KK 2000)). It is the authors' intent to compare these methods with those discussed previously and to present their analysis and results. The authors have formulated the problem of attribution analysis and suggested an approach in greater detail.
Product Reviews
Login to rate or review this product
(0 Ratings, 0 Reviews)
Your cart is empty.
Home
|
About Us
|
Contact Us
|
My Account
|
Shipping Policy
|
Return Policy
|
Sitemap
|
Cart Help
©
2010 The Spaulding Group
Powered by nsCommerceSpace by Network Solutions