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Kon, 2022 - Google Patents

Fixed Income Performance Attribution: An Objective Methodology.

Kon, 2022

Document ID
14676340958290770534
Author
Kon S
Publication year
Publication venue
Journal of Fixed Income

External Links

Snippet

This empirical performance attribution methodology provides an objective alternative to the existing practice of employing proprietary model-dependent systems with portfolio composition information. With only a time series of portfolio returns, this methodology detects …
Continue reading at search.ebscohost.com (other versions)

Classifications

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