Investment performance attribution /
David Spaulding.
- 1st ed.
- [S.l.] : McGraw-Hill, 2003.
- 274 p. ; 23 cm.
Paperback.
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.