February 2016
Beginner
312 pages
5h 56m
English
Content preview from Mastering Attribution in Finance
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Bibliography
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Barber, J.R. & M.L. Copper. (1996). Immunization using principal component analysis. Journal of Portfolio Management 23. 99–106.
van Breuleken, G. (2000). Fixed income attribution. The Journal of Performance Measurement Summer. 61–68.
Brinson, G. & N. Fachler. (1985). Measuring non-US equity portfolio performance. Journal of Portfolio Management Spring. 73–76.
Brinson, G., G. L. Beebower & L. R. Hood. (1986). Determinants of portfolio performance. Financial Analysts Journal July-August. 39–44.
Brown, P.J. (1994). Constructing and calculating bond indices. Probus.
Burghardt, G.D., T.M. Belton, M. Lane & J. Papa. (2005).
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