Arithmetic Attribution

Arithmetic Attribution is a performance attribution methodology that decomposes portfolio returns into additive components using simple arithmetic sums, distinguishing itself from geometric or multiplicative approaches by preserving linear additivity in return contributions.

3

Publications

54

Citations

2

Authors

2

Institutions

Publications per year

2017–2026

0

Variants

Additive Attribution

Authors

2

  1. JM
    Jose Menchero

    University of California, Berkeley, United States

    2 publications · 43 citations

    2

    h-index

  2. PK
    Peter Kloosterman

    Indiana University Bloomington, United States

    1 publications · 11 citations

    1

    h-index

1–2 of 2

Institutions

2

  1. Thomson Foundation

    London, United Kingdom

    1 h-index

    1 publications

    23 citations

  2. MSCI (China)

    Shanghai, China

    1 h-index

    1 publications

    20 citations

1–2 of 2

Venues

  1. SSRN Electronic Journal

    Repository · 1 publications · 20 citations

    1

    h-index

  2. Financial Analysts Journal

    FAJ · 1 publications · 23 citations

    1

    h-index

1–2