"Performance attribution analysis" Definition
ITLOCUS.COM

Products & Services  |  News   |  Support     


     About  |  Contacts
WWW.ITLOCUS.COM

Art Investing

Prices
Free Services
Getting Started
Traders Chat
Forums
Glossary
Download
Site map




 Glossary   >   P   >   "Performance attribution analysis" Definition   

        Performance attribution analysis

The decomposition of a money managers performance results to explain the reasons why those results were achieved. This analysis seeks to answer the following questions: (1) What were the major sources of added value? (2) Was short-term factor timing statistically significant? (3) Was market timing statistically significant? And (4), Was security selection statistically significant?

Performance attribution analysis


Glossary   

Dictionary Search (powered by Google)
Google
WWW ITLOCUS.COM GLOSSARY.ITLOCUS.COM


Translate a web page (powered by Google)
     to


Dictionary

Paulmann

Паулманн

Дизайн

Базы данных

Дневник

bruck

wofi

sische

bankamp

grossmann

rzb

metal-lux

lussole

ITLOCUS.COM Copyright © 2004 itlocus.com. All rights reserved   
Privacy Policy   
paulmann

Performance attribution analysis - The decomposition of a money managers performance results to explain the reasons why those results were achieved. This analysis seeks to answer the following questions: (1) What were the major sources of added value? (2) Was short-term factor timing statistically significant? (3) Was market timing statistically significant? And (4), Was security selection statistically significant?


Performance attribution analysis : the decomposition of a money managers performance results to explain the reasons why those results were achieved. this analysis seeks to answer the following questions: (1) what were the major sources of added value? (2) was short-term factor timing statistically significant? (3) was market timing statistically significant? and (4), was security selection statistically significant?