Sentences with phrase «performance attribution analysis»
Not exact matches
Performance analysis (also known as attribution analysis) is a «top of the list» requirement for asset managers seeking to «demonstrate their value,» a new report concluded.
https://insurancenewsnet.com/
Attribution analysis is a performance - evaluation tool that burrows deep into the investment acumen (and results) of fund portfolio managers.
You don't see these costs in performance attributions, unbundled management fees, or even standard trading cost analyses.
Factor Regression» Market Model Regression» Principal Component Analysis» Match Factor Exposures» Fund Factor Regressions» Fund Performance Attribution» Factor Statistics»
«This analysis proves that the modelling approach behind one of the main pillars of real - time event attribution undertaken is sound and applicable to a range of extreme events in regions where we have confidence in the model performance», said Karsten Haustein, lead author of the new paper.