Fixed income attribution is by its very nature a complex and mathematically demanding topic, and there is little information available on this area. Fixed Income Attribution has been written to fill this tremendous void. This comprehensive resource contains both theoretical and practical information about running and understanding fixed income attribution, including the mathematics of attribution, practical limitations, benchmarks, presentation tools, and choosing and running an attribution system. Filled with insightful examples and expert advice, Fixed Income Attribution is...
Fixed income attribution is by its very nature a complex and mathematically demanding topic, and there is little information available on this area. <...
Mastering Attribution in Finance is a comprehensive guide to how attribution is used in equity and fixed income markets.
Attribution in finance is a key investment and asset management process used in managed funds. A managed fund uses appropriate financial tools to make sure that the fund's value is maintained or increased. Attribution tools are used to analyse why a portfolio's performance differs from a benchmark. The difference between the portfolio return and the benchmark return is known as the active return.
As with all...
Mastering Attribution in Finance is a comprehensive guide to how attribution is used in equity and fixed income markets.