Spaulding, David.

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.

0071408851 9780071408851

332.632042