\"A Call to Arms!\" The Next Frontier for Taxable Accounts-After- tax Return Performance A
$25.00
A Brinson Model Alternative: an Equity Attribution Model with Orthogonal Risk Attributions
A Case for Arithmetic Attribution
A Case for Attribution Standards
A Closer Look at Performance Persistence of Mutual Funds
A Conceptual Framework for the Development and Verification of Attribution Models
A Consistent Linking Concept for Fast Calculations of the Rate of Return and Research of Investment
A Critical Analysis of Fund Rating Systems
A Four-factor Performance Attribution Model for Equity Portfolios
A Framework for Evaluating Hedge Fund Risk
A Framework for Multiple Currency Fixed Income Attribution
A Fully Geometric Approach to Performance Attribution
A General Approach for Linking Arithmetic Attribution Results Over Time
A General Framework for the Business Requirements of an Investment Performance Measurement System
A Geometric Attribution Model and a Symmetry Principle
A Geometric Methodology for Performance Attribution
A Jigsaw Puzzle of Basic Risk-adjusted Performance Measures
A Model for a Global Investment Attribution Analysis
A Modest Proposal to Modernize the Performance Evaluation of Hedge Funds
A Modification of the Modified Dietz Approach
A Multi-Period Algorithm that has Stood the Test of Time
A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution
A New Choice in Multi-Period Investment Performance Attribution: Effective Return Vs. Geometric
A New Empirical Method for Yield Curve Attribution
A New Kind of Index Fund That Beats Its Index
A New Measure for the Investment Management Industry: Time- & Money-Weighted Return (TMWR)
A New Measure of Tactical Allocation Skills in Performance Attribution Analysis
A New Method for Evaluating a Portfolio’s Downside Risk
A Primer on Performance for Currency Overlay
A Primer on Time-Weighted and Dollar-Weighted Returns
A Sector Based Approach to Fixed Income Performance Attribution
A Simple Approach to Fund of Funds Performance Measurement
A Simplified Fixed Income Performance Attribution Model
A Simplified Method for Calculating the Money-Weighted Rate of Return
A Structural Comparison of Single-Period Attribution Models
A Universal Performance Measure
A View from Down-Under (Multiperiod Attribution)
A Wake-up Call for Private Equity on GIPS
A World Class Performance Measurement System
Absolute Return Equity Risk Attribution and Forecasting
Accurate Benchmarking is Gone but Not Forgotten: The Imperative Need to Get Back to Basics
Achieving and Maintaining AIMR-PPS (GIPS) Compliance
Adding Derivatives to Absolute Return Attribution
Adjustments to Prior Period Returns
After-Tax Returns and Mutual Funds
AIMR’s Performance Presentation Standards
An Advanced Methodology for Fund Rating
An Analysis of the Aggregate Method to Calculate Composite Returns
An Excursion Into the Performance Characterstics of Hedge Funds
An Exposure-based Attribution Model for Balanced Portfolios
An Integrated Framework for Style Analysis and Performance Measurement
An Introduction to the Efficient Construction of Intuitive and Transparent Equity Multi-factor Model
An OAS Framework for Portfolio Attribution Analysis
Analysis of Ranking Factors for a Risk Averse Investor in a Non-Gaussian World
Analyst Attribution: Improving the Bottom-up Process
Analyzing Diversification Effects, Sector Allocations, Market Conditions, and Factor Tilts
Another Interpretation of Negative Sharpe Ratio
Applying Downside Risk to Asset-Liability Management: A Pension Fund Case Study
Applying Risk-Measurement and Management in the Administration of Large Asset Pools
Arithmetic and Geometric Attribution
Assessing the Value in Asset Allocation
Asset Allocation vs. Security Selection: Their Relative Perspective
Attribution Analysis and Wilshire’s Method
Attribution Analysis: Combining Attribution Effects Over Time Made Easy
Attribution Analysis: Issues Old and New
Attribution Linking from a Religious Perspective
Attribution Linking: Proofed and Clarified
Attribution with Style
Attribution- Arithmetic or Geometric? The Best of Both Worlds
Balanced Portfolio Attribution
Benchmark Rebalancing Calculations
Bespoke Attribution: Illustrating the Manager\'s Process
Beyond Brinson: Establishing the Link Between Sector and Factor Models
Calculating After-Tax Returns Beyond AIMR
Calculating Returns: Different Rates of Return Formulae = Different Results
Canadian Pension Plan Sponsor\'s Views of the AIMR-PPS
Capturing Changes in Style Exposure
Challenges With Developing Portfolio Accounting Software for After-Tax Reporting
Choosing the Right Solution of IRR Equation to Measure Investment Success
CIPM Expert Training with The Spaulding Group - March 25-27, 2015 - New Brunswick, NJ
$1,895.00
CIPM Principles Exam Flash Cards
$95.00
CIPM Principles Training with The Spaulding Group - March 23-24, 2015 - New Brunswick, NJ
$1,795.00
Combining Attribution Effects Over Time
Comparing Style Index Performance: How Can The Russell and S&P Indexes Behave So Differently
Concentrating Performance Attribution Information
Conceptual Frameworks For Performance Attribution and Risk Management Policy: A \"Structuralist
Contrasting Time- and Money-weighted Returns: When Each Should be Used
Contributions of Initial Holdings and Transactions to Performance
Contributive Alpha as the Basis for Investment Performance Attribution
Creating and Managing Custom Benchmarks - A Practitioner\'s Guide
Cumulative Frongello-Equivalent Attribution
Currency Handling for Futures and Options
Currency Hedged Benchmark Replication: Challenges and Improvements
Currency Overlay Attribution: A Practical Guide
Debunking the Interaction Myth
Decision Based Perfomance Evaluation: The Technology
Decision-Based Evaluation of the Performance of a Hierarchically Structured Investment Process
Decomposing the Money-Weighted Rate of Return
Decomposing the Money-Weighted Rate of Return - An Update
Decomposition of Emerging Market Currency Risk: A Hedging Application
Defining Investment Benchmarks, Performance Objectives, and Risk for Pension Funds
Demystifying the Interaction Effect
Derivation of the DTWR Formula
Design Considerations for Performance Presentations
Designing and Evaluating Investment Performance Systems
Determining the Optimal Benchmark Indices for a Domestic Equity Returns - Based Style Analysis
Determining the Optimal Mutual Fund Style Classification Methodology
Differences in Fund Trackers\' Performance Rankings: A Mean-Variance Perspective
Different Performance Presentation Standards - A Comparison: Part I
Do Commonly Used Ways of Measuring Performance Actually Benefit the Client?
Do Stock Indexes Have Abnormal Performance?
Does Your Pension Fund Suffer From Myopic Loss Aversion
Dynamic Strategies and Alpha Regimes in Performance Evaluation
Dynamic Strategy of Portfolio Value-at-Risk Estimation
EFFAS Permanent Commission on Performance Measurement
Effective Return of Portfolio Positions
EIPC Guidance on Performance Attribution Presentation: A Step Towards Standardization of Performance
End the Performance Shell Game and Improve the Evaluation of Investment Performance - Use Rolling Re
Equity Risk Premium and the Economy
Equity Style Analysis: Beyond Performance Measurement
Errors in Transaction-based Performance Attribution-
Establishing Benchmarks for Currency: The Disentangling of Currency Returns
Estimating Beta When the CAPM is Yes
European Economic and Monetary Union: Its Impact Upon Portfolio Management and Performance Measureme
Evaluating Target Date Lifecycle Funds
Evaluation of Portfolio Performance: Attribution Analysis
Exact Multi-Period Performance Attribution Model
Excess Returns - Arithmetic or Geometric?
Expanding Our Market Vocabulary
Exposure to Socially Responsible Investing of Mutual Funds in the Euronext Stock Markets
Extreme Risk Analysis
Fatal Flaws of the Sharpe Ratio or How to Make Yourself Look Good
Firm-Wide Verification: A Case History
First Steps in Foreign Exchange Transaction Cost Analysis
First-time-right Ratio: Measuring the Measurers
Fixed Income Attribution
Fixed Income Attribution Model
Fixed Income Attribution with Minimum Raw Material
Fixed Income Attribution: A Combined Methodology
Fixed Income Attribution: A Flexible Approach
Fixed Income Attribution: a Unified Framework – Part 2
Fixed Income Attribution: a Unified Framework – Part I
Fixed Income Attribution: The Constant Quest to Explain Residuals
Fixed Income Attribution: the Strength of the Full-Repricing
Fixed Income Portfolio Management: Risk Modeling, Portfolio Construction and Performance Attribution
Fleeting Returns-The Story Behind The Beardstown Ladies
Flows and Woes: The True Costs of Spot Trading Policy
Formula Coffee Mug
$14.95
Futures Performance Presentation Under the CFTC\'S Revised Performance Reporting Requirements and AI
Geometric and Arithmetic Approaches to Attribution Linking are Equivalent
Getting to the Heart of Investing - Financial Stewardship That Meets Client Objectives
GIPS 2010: Highlights of Forthcoming Changes
GIPS and the U.K. Retail Investment Industry
GIPS Convergence is Here- Our Survey Shows the Industry is Ready!
GLOBAL INVESTMENT PERFORMANCE STANDARDS
Global Survey Draws a Portrait of Typical Performance Measurement Professional
Globalization of an Asset Manager and Working in Global Terms
Golf and the Art of Portfolio Performance Measurement
Greek Alphabet Soup and Risk-adjusted Performance
High Frequency Equity Performance Attribution
Holdings Vs. Transaction-based Attribution, an Overview- David Spaulding
How Do We Measure Currency\'s Impact in International Equity Accounts
How Many Stocks in the S & P 500?
How Should Plan Sponsors Approach AIMR-Performance Presentation Standards (PPS)
How Stable are the Major Performance Measures?
How to Build Your Own Linking Formula- A unified Linking Theory on Contributions
How To Successfully Develop and Implement a Performance System
Idiosyncratic Return and Variance Attribution: Observations from the Australian Listed Property Sec
Implementing Daily Stock-Level Attribution: A Case Study
Improving Return Volatility Measurement and Presentation
Improving Risk Measurement, Analysis and Management (With a Little More Help From Euclid)
Incorporating Transaction Cost Measurement into Performance Attribution
Incremental Attribution with and without Notional Portfolios
Investment Performance Measurement and Probability Distribution of Pension Assets, Liabilities and S
Investment Policy Explains All
Investment Portfolio Scenario Analysis in a Relative Return Framework
IRR, Money-weighted Return, Time-weighted Return, and the Modified Dietz Method
Is Sharpe Ratio Still Effective?
Is the Modified Dietz Formula Money or Time Weighted?
Is Your Performance Measurement System Ready for the New GIPS Standards?
Journal Interview - Carl Bacon
Journal Interview - John Stannard
Journal Interview- Charles Ellis, Ph.D., Greenwich Associates
Journal Interview- Deborah Reidy
Journal Interview- Franco Modigliani
Journal Interview- Gary P. Brinson
Journal Interview- Glenn Solomon
Journal Interview- Matt Forstenhausler
Journal Interview- Michael S. Caccesse
Journal Interview- Robert D. Arnott
Journal Interview- Stefan Illmer, Ph.D., Credit Suisse Asset Management
Journal Interview- Stephen Campisi
Journal Interview- William Sharpe
Just Because We Can Doesn\'t Mean We Should
Kappa: A Generalized Downside Risk-Adjusted Performance Measure
Keeping Up With the Rules
Lessons From the Historical Record For Performance Measurement
Life Settlements: Valuation and Performance Reporting for an Emerging Asset Class
Linking Differences Do Matter
Linking Single Period Attribution Results
Liquidity Adjusted Returns and Performance Measures: Synching Public and Private Fund Performance
Long Term Risk Adjusted Attribution
Long-Short Portfolio Analytics
Looking for the Ideal Attribution System
M-Squared: A Double-take on Three Approaches to a Primary Risk Measure
Mathematics Behind Multilevel Attribution: Keeping Apples and Oranges Separate
Measuring Analyst Performance: How Should Indexes be Constructed for Individual Investors?
Measuring Investment Returns of Futures and Options
Measuring Investment Returns of Portfolios Containing Derivatives: Part II - Performance Attribution
Measuring Investment Returns of Portfolios Containing Futures and Options
Measuring Investment Returns: Arithmetic Mean vs. Geometric Mean
Measuring Investment Skill using the Effective Information Coefficient
Measuring Performance in the Presence of Deposits and Withdrawals
Measuring Risk for Asset Allocation, Performance Evaluation, and Risk Control: Different Problems, D
Measuring Risk for Venture Capital and Buyout Portfolios
Measuring the Size Factor in Equity Returns
Mind the GAP: Questioning the Investment Manager\'s Stated Benchmark
Models of Risk and Financial Crises
Morningstar Investor Return: Capturing the Collective Investor Experience
Multi-Currency Attribution- Part 1 The Real Nature of Multi-Currency Returns
Multi-currency Attribution- Part 2 Factoring in Interest Rate Differentials
Multi-Currency Performance Attribution
Multiple Attribution Formula for Extracting the Effect of Transactions from an Asset Class Segment R
Multiple-Period Attribution: Residuals and Compounding
Multiple-Period Performance Attribution Using the Brinson Model
Nested Performance Attribution
New and Improved Investment Performance Evaluation
New High Performance Computational Methods for Mortgages and Annuities
Oh The Changes They Have Made!
Omega as a Performance Measure
On Simple Indicators of Investment Performance
On the Consistency of Performance Measures for Hedge Funds
On the Robustness of Performance Measures in Fund Persistence
On the Stability of Performance Measures Over Time: An Empirical Study
On the Subject and Subjectivity of Security Allocation
Operational and IT Consequences of Performance Reporting
Optimal Portfolio Selection and the Impact of Currency Hedging
Peer-Relative Active Portfolio Performance: It\'s Even Worse Than We Thought
Pension Risk Budgeting: Something Old, Something New, Something Borrowed...
Performance Analytics System- In-House or Vendor Package
Performance Attribution Against Transient Buckets
Performance Attribution and the Accuracy of Detecting Timing and Selection Skills
Performance Attribution for Portfolios that Trade Futures Contracts
Performance Attribution in Private Equity
Performance Attribution Methodologies: New Returns-based Attribution and Factor-based Attribution w
Performance Attribution with Consistency and Depth
Performance Attribution with Short Positions
Performance Attribution with Zero-Weighted Sectors
Performance Attribution: An Introduction
Performance Compliance Challenges for Investment Advisors
Performance Evaluation and Prediction
Performance Evaluation and Prediction – Part 2
Performance Evaluation of Tactical Asset Allocation
Performance Measurement and Attribution with Leverage and Derivatives
Performance Measurement for Covered Call Option Strategies
Performance Measurement for Pension Funds
Performance Measurement Software Vendor Technology Survey III
Performance Measurement Technology Survey - User Perspective
Performance Measurement Technology Survey- Summary of Results
Performance of Quantitative Versus Passive Investing: A Comparison in Global Markets
Performance Outsourcing 2010 - Broadening the Debate
Performance Presentation Standards Surveys - 2000: Summary Results
Performance Risk Statistics : Interpretation and Applications in Selection and Monitorization of Inv
Performance Standards for Transition Management
Performance Think Tank
$948.00
Performance Verification
Performance-based Compensation Contracts in the Asset Management Industry
Performance, Attribution, and Risk Measurement Reference Guide (3rd Edition)
$30.00
Perspectives on Transaction-based Attribution
PMAR 2014 - May 21-22, 2014 - Westin Philadelphia
PMAR Europe - 10-11 June 2014
$1,995.00
PMAR Europe 15-16 June 2015
$2,195.00
PMAR North America 2015
Portability of Performance Records and the Use of Related Performance Information $25.00
Portfolio Leverage Ratio
Portfolio Manager Control Considerations in Leveraged Senior Loan Performance Attribution
Portfolio Omega and Optimization
Portfolio Risk Attribution
Portfolio Risk Measurement - San Diego September 16, 2015
$995.00
Preparing for a Verification:How to Reduce the Pain
Primer on Fixed Income Performance Attribution
Principle Guidelines for Euro Conversion
Private Investments and Performance Implications from a Fund Sponsor\'s Perspective
Process Attribution - Measuring the Performance of the Investment Process
Properties of the IRR Equation with Regard to Ambiguity of Calculating the Rate of Return and a Maxi
Pure and Inter-Period Interaction Effects in Multi-Period Attribution
Pursuing Performance Persistence: Consistency, Information Ratios, and Style
Puzzles in Risk and Performance
Puzzles in Risk and Performances: Part 2
Reality Check: How Can Historical Composite Returns Realistically Be converted Into Different Curren
Redrafted Performance Presentation Standards
Refinements in Multi-Period Attribution
Refining Core-Satellite Investing
Refining the Sharpe Ratio
Reformulating Ankrim\'s Risk-Adjusted Performance Attribution
Regression-based Performance Attribution
Residual Interaction Compounding: A New Term in Multi-Period Arithmetic Attribution
Return Attribution of Actively Managed or Time-Varying Portfolios
Return Compounding: Essential Insights and Practical Implications
Risk and Danger in a Global Economy
Risk and Skill-Adjusted Investment Compensation
Risk Attribution
Risk Attribution and Portfolio Optimizations under Tracking-error Constraints
Risk Budgeting in Investment Management
Risk Decomposition and Its Use in Portfolio Analysis
Risk Week 2014
$500.00
Risk-Adjusted Performance Attribution A New Paradigm for Performance Analysis
Risk-Adjusted Performance Attribution-
$20.00
Risk-Adjusted Performance Measures and Implied Risk Attitudes
Risk-Exposure in the Real World
Risky Business: Why Right-Risking, Rather than De-Risking, is Key for Pension Plans
Searching for a System to Meet Your After-Tax Performance Reporting Needs
Sector-level Attribution Effects with Compounded Notional Portfolios
Seeing Tomorrow
Selecting and Implementing a Daily Performance System
Semi-Closed Solutions in Yield Curve Attribution
Separating the Impact of Portfolio Management Decisions
Share Class Hedging: Performance Attribution
Sharpe Ratio for Skew-normal Distributions: A Skewness-dependent Performance Trade-off
Should the Interaction Effect be Allocated? A \"Black Box\" Approach to Interaction
Should U.S. Money Managers Care About GIPS?
Simulating Value at Risk
Single Currency Return Attribution
Skill, Horizon and Risk-Adjusted Performance
Special Considerations for Searching for an Attribution System
Strategic Asset Allocation and Risk Attribution
Strategic Integration for Competitive Advantage
Structuring Family, Wealth, Governance, and Global Family Entities: Basic Requirements of Performing
Style Analysis
Style Risk: Resolving the Time Sensitivity Problem
Summary of Results- 2003 Performance Presentation Standards Survey
Summary Report: Survey Results on Investment Performance Standards Compliance in Japan
Tailoring Manager Allocation to Market Conditions Using Alpha Optimization: Part 1
Tailoring Manager Allocation to Market Conditions Using Alpha Optimization: Part 2
Ten Steps to Merger Integration: Maintaining Your Firm\'s Compliance (and Your Sanity) Through the M
Ten Tips for a Successful Performance System Search and Implementation
The (more than) 100 Ways to Measure Portfolio Performance Part 1: Standardized Risk-Adjusted Measure
The (more than) 100 Ways to Measure Portfolio Performance Part 2: Special Measures and Comparison
The 1998 Third Annual Survey of Risk Management Practices of Unit Trusts in Singapore
The Argument for Including the Mexican Peso in Actively Managed Currency Portfolios
The Art and Science of Risk Management: A Case Study
The Attribution of Portfolio and Index Returns in Fixed Income
The Blob Attacks Investment Manager Due Diligence: Invasion of the Perilous Peer Group Bias
The Capital Asset Pricing Model: Theory and Evidence
The Case for Money-weighted Performance Attribution
The CGIPS Program
The Challenges of After-Tax Performance Reporting
The Characterstics of Factor Portfolios
The Current State of Enterprise Risk Technology
The Euro: Its Impact on Measurement of Past and Future Investment Performance
The GIPS Standards & Asset Owners
The Hazards of Using IRR to Measure Performance: The Case of Private Equity
The Impact of Equity Dividends on Segment-level
The Impact of GIPS in the U.K.
The Journal Interview - Annie Lo
The Journal Interview - Dan diBartolomeo
The Journal Interview - Dean LeBaron, CFA Batterymarch Financial Management
The Journal Interview - Frances Barney, CFA, BNY Mellon
The Journal Interview - Howard Marks, CFA
The Journal Interview - James Edmonds
The Journal Interview - Jed Schneider, CIPM, Morgan Stanley Smith Barney
The Journal Interview - Jenny Tsouvalis
The Journal Interview - Jim Trotter
The Journal Interview - John Longo, Ph.D., CFA,
The Journal Interview - Martin Schliemann
The Journal Interview - Phil Page
The Journal Interview - Rajiv Mathur
The Journal Interview - Sandra Hahn-Colbert
The Journal Interview - Todd Jankowski, CFA, CFA Institute
The Journal Interview Brian Singer
The Journal Interview Jennifer Cahill
The Journal Interview with Bruce Feibel
The Journal Interview- Carl Bacon
The Journal Interview- Douglas R. Lempereur
The Journal Interview- Douglas S. Rogers
The Journal Interview- Gary Neale
The Journal Interview- Mark Anson
The Journal Interview- Philip Lawton
The Journal Interview- Ronald D. Peyton
The Journal Interview- Yoh Kuwabara
The Journal Interview: Alecia Licata
The Journal Interview: Barton Briggs
The Journal Interview: Craig Heatter, J.P. Morgan
The Journal Interview: David Spaulding
The Journal Interview: Don Phillips, Morningstar
The Journal Interview: Gary Brinson, CFA, GP Brinson Investments
The Journal Interview: James E. Hollis
The Journal Interview: Jenny Lor
The Journal Interview: John D. Simpson
The Journal Interview: Jonathan Boersma
The Journal Interview: Jose Menchero
The Journal Interview: Joseph McDonagh
The Journal Interview: L. Todd Juillerat, CFA, INVESCO
The Journal Interview: Neil E. Riddles
The Journal Interview: Peter Luntang Christensen
The Journal Interview: Richard Mitchell
The Journal Interview: Timothy P. Ryan, CIPM
The Journal of Performance Measurement Fall 2014 Volume19, Issue 1 (Digital)
$45.00
The Journal of Performance Measurement: Digital Version
$162.50
The LIFE Index: A New Approach to Rank Mutual Funds Evidence for Germany
The Myth of GIPS- Money-weighted Returns for Client Performance Reporting
The Performance Measure You Choose Influences the Evaluation of Hedge Funds
The Performance Measurement Professional: Survival Kit
$450.00
The Practical Implementation of a Risk Management Concept
The Role of Conceptual Context in Finding the Rate of Return
The Role of Simulation in Measuring Investment Performance_1
The Roundtable Interview- Supplement Volume 8
The Roundtable Interview- Volume 10- Supplement
The Roundtable Interview- Volume 9- Supplement
The Structure and Visualization of Performance Attribution
The T Ratio- An Information Ratio for Transition Events
The Ten Commandments of Performance Measurement
The Toolkit to Analyze a Pure StockPicker
The Upside Potential Ratio
Thinking Through Fixed Income Attribution- Reflections From A Group of French Practitioners
Time Calculations for Annualizing Returns: The Need for Standardization
Toward Consensus on Multiple-period Arithmetic Attribution
Transaction-based Performance: a Framework for Evaluating Measurement and Attribution Methodologies
Transaction-based vs. Holdings-based Attribution a Perspective
Transaction-based vs. Holdings-based Attribution: The Devil is in the Definitions
Transforming Pre-calculatade NAV Returns to Gross-of-fee Returns- A Practitioner\'s Guide
Turnover Performance
Update from AIMR: AIMR\'s Performance Presentation Standards: Poised for the Future
Using Performance Statistics: Have Measurers Lost the Plot?
Using Post-Modern Portfolio Theory to Improve Investment Performance Measurement
Utility-Adjusted Performance
Value at Risk for the Asset Manager
Value-based Performance Measurement: A Furthur Explanation
What Can Hedge Funds Do to Enhance Transparency Without Disclosing Proprietary Information? (Perhaps
What Characteristics Indicate Skill in Equity Management
What Drives the Momentum in Mutual Fund Returns?
What Has the Manager Done for Me? A Value-based Method of Measuring Fund Performance in Relation to
What is This Thing Called \"Interaction\"?
What Performance Method Best Represents Performance? Time-Weighted Rate of Return or Internal Rate
What\'s Wrong with Multiplying by the Square Root of Twelve
When Performance Numbers Don\'t make Sense
When The Green Zone Could Land You in the Red Zone
Where Investment Performance Comes From
Where the Rubber Meets the Road: Improving Portfolio Performance by Controlling Trading Costs
Which is Better: Daily or Monthly Attribution?
Winning the Performance Game Without Really Trying
Yield Curve Decomposition and Fixed-income Attribution
You\'ve Chosen Your Investment Performance & Attribution System - Now What?
