Concepedia

Geometric Attribution

Geometric Attribution is a method of performance attribution that decomposes compounded portfolio returns over time using multiplicative, path-dependent return calculations to preserve the geometric nature of cumulative returns.

2

Publications

61

Citations

12

Authors

1

Institutions

Publications per year

2017–2026

1

Variants

Geometric Performance Attribution

Parents

Publications

2

1–2 of 2

Authors

12

  1. EM
    Eduardo Magalhães

    International Food Policy Research Institute, United States

    1 publications · 45 citations

    1

    h-index

  2. JL
    Jiaxuan Liang

    Jinan University, China

    1 publications · 16 citations

    1

    h-index

  3. PG
    Philip G. Pardey

    University of Minnesota, United States

    1 publications · 45 citations

    1

    h-index

  4. ZZ
    Zhenya Zhang

    University of Tsukuba, Japan

    1 publications · 16 citations

    1

    h-index

  5. CC
    Connie Chan‐Kang

    University of Minnesota, United States

    1 publications · 45 citations

    1

    h-index

1–5 of 12

Institutions

1

  1. Central South University

    Changsha, China

    1 h-index

    7 publications

    112 citations

1–1 of 1

Venues

  1. IEEE Access

    1 publications · 16 citations

    1

    h-index

  2. AgEcon Search (University of Minnesota, USA)

    Repository · 1 publications · 45 citations

    1

    h-index

1–2