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Title
Multiple-Period Attribution: Residuals and Compounding.
Authors
Singer, Brian D.; Gonzalo, Miguel; Lederman, Marc
Abstract
The article offers information on several issues and implementation of a portfolio performance attribution system over multiple periods. It provides details related to market allocation, currency management, and security selection on global portfolios as well as an issue that performance measurers and vendors are considered proprietary information.
Publication
Journal of Performance Measurement, 2015, Vol 19, Issue 3, p22