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
>
Currency Overlay Attribution: A Practical Guide
View Larger Image
Email this page to a friend
Currency Overlay Attribution: A Practical Guide
Author: Jeroen Geenen, Marten Klok, and Elske van de Burgt, ORTEC
Price:
$25.00
Quantity:
Detailed Description
Setting up a consistent and informative attribution analysis framework is not an easy task. As often, the devil is in the details. This is even more true when separate currency management enters the arena. In this paper we describe a consistent and interpretable framework to measure and evaluate the performance of the Investment Decision Process (IDP), when currency exposures are managed independently from market exposures. We address the question of how to evaluate the market and currency overlay IDP indvidually as well as how to combine the results.
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
©
2012 The Spaulding Group
Powered by nsCommerceSpace by Network Solutions