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A Note on Portfolio Performance Attribution: Taking Risk into Account

Philippe Bertrand 1
1 CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille
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https://hal-amu.archives-ouvertes.fr/hal-01833107
Contributor : Imane Mohat <>
Submitted on : Monday, July 9, 2018 - 1:37:49 PM
Last modification on : Tuesday, July 10, 2018 - 1:21:31 AM

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Philippe Bertrand. A Note on Portfolio Performance Attribution: Taking Risk into Account. Journal of Asset Management, Palgrave Macmillan, 2005, ⟨10.2139/ssrn.2564570⟩. ⟨hal-01833107⟩

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