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
Parents
3
Jose Menchero, Vijay Poduri · Financial Analysts Journal · 2008 · 16 citations
Richard C. Grinold · The Journal of Portfolio Management · 2006 · 13 citations
Jose Menchero, Vijay Poduri · SSRN Electronic Journal · 2008 · 12 citations · Full text
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MSCI (China)
Shanghai, China
1 h-index
1 publications
12 citations
CFA Institute
Charlottesville, United States
1 h-index
1 publications
16 citations
Institut Mines-Télécom Business School
Évry-Courcouronnes, France
1 h-index
1 publications
12 citations
München Klinik Schwabing
Munich, Germany
1 h-index
1 publications
16 citations
Barclays (United Kingdom)
London, United Kingdom
1 h-index
1 publications
13 citations
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FAJ · 1 publications · 16 citations
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JPM · 1 publications · 13 citations
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Repository · 1 publications · 12 citations
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