Custom Factor Attribution
Author:
Affiliation:
1. Jose Menchero, CFA, is an executive director at MSCI Barra, San Francisco.
2. Vijay Poduri, CFA, is a managing director at Charles Schwab Investment Management, San Francisco.
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.2469/faj.v64.n2.13
Reference8 articles.
1. Measuring non-US. equity portfolio performance
2. Attribution
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