Performance Attribution: Measuring Dynamic Allocation Skill-Reference-Cited by-同舟云学术

Performance Attribution: Measuring Dynamic Allocation Skill

Published:2010-11 Issue:6 Volume:66 Page:17-26
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Hsu Jason C.¹,Kalesnik Vitali²,Myers Brett W.³

Affiliation:

1. Jason C. Hsu is an adjunct professor at the UCLA Anderson School of Management and chief investment officer at Research Affiliates, LLC, Newport Beach, California.

2. Vitali Kalesnik is a vice president at Research Affiliates, LLC, Newport Beach, California.

3. Brett W. Myers is assistant professor of finance at the Rawls College of Business at Texas Tech University, Lubbock.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v66.n6.3

Reference15 articles.

1. Global Portfolio Optimization

2. Measuring non-US. equity portfolio performance

3. Determinants of Portfolio Performance

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