Performance attribution, time-weighted rate of return, and clean finite change sensitivity index
Carlo Alberto Magni, Andrea Marchioni
| Year of publication: |
2022
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|---|---|
| Authors: | Magni, Carlo Alberto ; Marchioni, Andrea |
| Published in: |
The journal of asset management : a major new, international quarterly journal for the financial community. - London [u.a.] : Henry Stewart Publ., ISSN 1479-179X, ZDB-ID 2039445-7. - Vol. 23.2022, 1, p. 62-72
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| Subject: | Value added | Performance measurement | Investment policy | Sensitivity analysis | TWRR | Performance-Messung | Kapitaleinkommen | Capital income | Sensitivitätsanalyse | Portfolio-Management | Portfolio selection |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-021-00250-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013170886