Authors
Jose Menchero
Publication date
2019/9/1
Journal
Journal of Performance Measurement
Volume
24
Issue
1
Description
Attributing the excess return of a portfolio relative to a benchmark is quickly becoming a distinct art form. Although single periods are comparatively easy to analyze, extending the analysis across multiple periods is challenging because distortion effects can lead to misleading results. The author analyzes the problem and offers possible solutions.
Total citations
Scholar articles
J Menchero - Journal of Performance Measurement, 2019