Performance attribution has become a standard requirement for institutional clients. This episode discusses practical issues selecting and implementing a fixed-income attribution system...
Performance attribution has become a standard requirement for institutional clients. This episode discusses practical issues selecting and implementing a fixed-income attribution system. The method requires a great deal of data and high-quality data management systems, but it could be the basis for a standard method of performance attribution in the fixed-income market.
The Take 15 Series is a series of short interviews with leading practitioners on timely topics focused on the investment profession.