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Journal Articles Journal of Asset Management Year : 2005

A Note on Portfolio Performance Attribution: Taking Risk into Account

Philippe Bertrand
Centre d'Études et de Recherche en Gestion d'Aix-Marseille

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Quantitative Finance [q-fin] General Finance [q-fin.GN]

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https://hal-amu.archives-ouvertes.fr/hal-01833107

Submitted on : Monday, July 9, 2018-1:37:49 PM

Last modification on : Thursday, July 14, 2022-4:08:00 AM

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hal-01833107 , version 1 (09-07-2018)

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

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