performance attribution造句

Thus, a viable performance attribution system must always be interpreted in parallel to a precisely commensurate risk attribution analysis.
The task of performance attribution is to explain the decisions that the portfolio manager took to generate this 220 basis points of value added.
The most common approach to performance attribution ( found in sources such as Carino 1999 ) can be described as " arithmetic attribution ".
There are also several models for measuring the performance attribution of a portfolio's returns when compared to an index or benchmark, partly viewed as investment strategy.
Absent access to privileged access to manager holdings, Form 13F provides a baseline level of data with which to analyze investment manager exposures, performance attribution, and associated risks.
It's difficult to find performance attribution in a sentence. 用performance attribution造句挺难的

This paper, although never verified, claims to have introduced the key concept in performance attribution, that active performance can be analysed by comparing the returns of different notional portfolios.
The book includes coverage and discussion of performance measurement, performance evaluation, portfolio risk, performance attribution, Value-at-Risk ( VaR ), managing tracking error and GIPS verification.
However, the modified Dietz method remains useful for performance attribution, because it still has the advantage of allowing modified Dietz returns on assets to be combined with weights in a portfolio, calculated according to average invested capital, and the weighted average gives the modified Dietz return on the portfolio.