Sentences with phrase «factor performance attribution»

Using a three - factor performance attribution model, security selection, interaction effects and allocation effects contributed to the Strategy's underperformance.

Not exact matches

In their March 2018 paper entitled «Self - Attribution Bias and Overconfidence Among Nonprofessional Traders», Daniel Czaja and Florian Röder employ data from a large European social trading platform to examine: (1) how self - enhancement (attributing successes to self) and self - protection (attributing failures to external factors) components of self - attribution bias affect non-professional trading performance; and, (2) how social trading platforms transfer any such effects to other non-professionAttribution Bias and Overconfidence Among Nonprofessional Traders», Daniel Czaja and Florian Röder employ data from a large European social trading platform to examine: (1) how self - enhancement (attributing successes to self) and self - protection (attributing failures to external factors) components of self - attribution bias affect non-professional trading performance; and, (2) how social trading platforms transfer any such effects to other non-professionattribution bias affect non-professional trading performance; and, (2) how social trading platforms transfer any such effects to other non-professional traders.

Decomposing performance of the S&P 500 EW relative to the S&P 500, using 2 Factor Brinson Attribution (showing sector allocation and security selection effects) illustrates the historical impact of EW variation relative to the cap - weighted benchmark.

Factor Regression» Market Model Regression» Principal Component Analysis» Match Factor Exposures» Fund Factor Regressions» Fund Performance Attribution» Factor Statistics»