Performance Measurement Attribution
Course Agenda

• Performance Attribution Concepts
  What is this thing we call attribution?
  How should attribution be used?
  
• Equity Attribution
  Comparinf the various approaches
• Fixed Income Attribution
  What makes fixed income so different?
• Multi-Currency Attribution
  Dealing with global portfolios and how to derive the impact of currency on return.
• Linking Methodologies
  A review of the various approaches to linking sub-periods.
• Arithmetic vs. Geometric
  A comparison of these two very different approaches
• Systems Issues
  What special needs does attribution bring to technology?
• Miscellaneous Issues
  We'll address daily vs. monthly, transaction vs. holdings, and other important topics.
  
  

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