Thursday, March 21, 2013

Transaction vs. Holdings Based Attribution

I am pleased to announce that the CFA Institute has published a brief article I wrote, comparing holdings and transaction-based attribution, in their online newsletter.

The article is based on research I'm doing for my doctoral dissertation, which I hope to complete shortly. It provides just a snapshot of the results, but should prove helpful. I've delivered talks on this topic at The Spaulding Group's PMAR (Performance Measurement, Attribution & Risk) Conferences, too.
Posted by at

2 comments:

  1. Stephen CampisiMarch 23, 2013 at 1:22 PM

    Nice job! I took the honor of being the first one to rate your article.

    ReplyDelete
  2. Dave SpauldingMarch 23, 2013 at 7:17 PM

    Thanks! MUCH appreciated :-)

    ReplyDelete

Note: Only a member of this blog may post a comment.

Subscribe to: Post Comments (Atom)