Ex Post Attribution

Ex Post Attribution is a formal analytical framework within performance attribution that retrospectively decomposes the realized return of a portfolio into component contributions attributable to specific investment decisions, such as asset allocation and security selection, to evaluate the incremental value added by portfolio managers relative to a benchmark.

3

Publications

41

Citations

3

Authors

5

Institutions

Publications per year

2017–2026

0

Variants

Ex Post Performance Attribution

Authors

3

  1. JM
    Jose Menchero

    University of California, Berkeley, United States

    2 publications · 28 citations

    2

    h-index

  2. VP
    Vijay Poduri

    München Klinik Schwabing, Germany

    2 publications · 28 citations

    2

    h-index

  3. RC
    Richard C. Grinold

    University of California, Berkeley, United States

    1 publications · 13 citations

    1

    h-index

1–3 of 3

Venues

  1. Financial Analysts Journal

    FAJ · 1 publications · 16 citations

    1

    h-index

  2. The Journal of Portfolio Management

    JPM · 1 publications · 13 citations

    1

    h-index

  3. SSRN Electronic Journal

    Repository · 1 publications · 12 citations

    1

    h-index

1–3