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‘… a book that brings together the details of attribution, blending both detailed theoretical concepts and practical examples. A must have for any attribution specialist.’Andrew Kophamel CFA, CIPM, FRM Head of Performance, Asia Pacific, Aberdeen Asset Management Attribution in finance is a key investment and asset management process used in managed funds. It measures which investment decisions about the portfolio’s underlying risks worked and ...

Until now, fixed income attribution has been seen as a complex and mathematically demanding topic. Despite its interest to the investment community, there has been little information available on the subject beyond the occasional research paper and internal interest-group publication. Fixed Income Attribution fills this gap, by showing how to break down the returns on a fixed income portfolio by source of investment risk, in a clear, accessibl...