An enterprise perspective of performance attribution : introducing the keel model
Year of publication: |
2017
|
---|---|
Authors: | Brooks, Robert |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 20.2017/2018, 2, p. 53-84
|
Subject: | Convexity | Duration | Enterprise risk management (ERM) | Performance attribution | Term structure | Original research | Zinsstruktur | Yield curve | Risikomanagement | Risk management | Performance-Messung | Performance measurement |
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