Fixed Income Attribution by Andrew Colin

by Andrew Colin

Until now, fixed income attribution has been seen as a complex and mathematically demanding topic. Despite its interest to the investment community, there has been little information available on the subject beyond the occasional research paper and internal interest-group publication. Fixed Income Attribution fills this gap, by showing how to break down the returns on a fixed income portfolio by source of investment risk, in a clear, accessible style.

Unknown Binding

First published January 1, 2005

Reviews

[Sergey Kochergan · Rating 5 out of 5]

helpful and thoughtful with brief explanation on inside mechanics of finance.