Performance Attribution

Performance Attribution is a quantitative financial analysis technique used to decompose the differences between a portfolio's return and its benchmark's return, identifying the specific sources of excess return attributable to investment decisions such as asset allocation, security selection, and timing.

973

Publications

69.7K

Citations

1.8K

Authors

686

Institutions

Publications per year

2017–2026

97

Authors

1.8K

  1. BW
    Bernard Weiner

    University of California, Los Angeles, United States

    15 publications · 3.3K citations

    14

    h-index

  2. RP
    Raymond P. Perry

    University of Manitoba, Canada

    12 publications · 894 citations

    12

    h-index

  3. DR
    Donelson R. Forsyth

    Virginia Commonwealth University, United States

    10 publications · 367 citations

    10

    h-index

  4. IH
    Irene Hanson Frieze

    University of Pittsburgh, United States

    10 publications · 1K citations

    10

    h-index

  5. CA
    Charles A. Lowe

    University of Connecticut, United States

    8 publications · 190 citations

    8

    h-index

1–5 of 1.8K

Venues

  1. Journal of Personality and Social Psychology

    72 publications · 11.7K citations

    45

    h-index

  2. Journal of Educational Psychology

    35 publications · 2.8K citations

    25

    h-index

  3. Journal of Experimental Social Psychology

    23 publications · 1.6K citations

    18

    h-index

  4. Sex Roles

    19 publications · 1.1K citations

    16

    h-index

  5. Personality and Social Psychology Bulletin

    PSPB · 17 publications · 931 citations

    16

    h-index

1–5