Business, Management and Accounting
a year ago

New framework reveals best way to measure financial performance contributions.

The Journal of Portfolio Management
Various Ex-Post Financial Contributions to a Return and the Different Questions They Address
Andre Mirabelli

Paper Summary

Related papers

Economics, Econometrics and Finance
a year ago

Unlocking the Secrets of Investment Returns: Maximizing Profits and Minimizing Risks

Real Options
3 views
Economics, Econometrics and Finance
2 years ago

Unlocking the Secret to Maximizing Portfolio Returns Through Rebalancing

Oil Price Shocks
Asset Pricing
Real Options
Decision Sciences
3 years ago

Maximizing Returns: How Adjusting Security Proportions Can Boost Investments!

Robust Optimization
Fuzzy Equations
Multi-Criteria Decision
3 views

The article discusses different ways to measure how much a part of an investment contributes to its overall performance. It looks at three levels of analysis: how a part of an investment affects the total return for a single day, how the total return for a day affects the total return over multiple days, and how a part of an investment affects the total return over multiple days. By comparing various methods, the article determines which one best captures the intended meaning at each level.