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
Variants
Portfolio Attribution
973
The structure of the “THE”-multiprogramming system
Edsger W. Dijkstra · Communications of the ACM · 1968 · 1.1K citations · Full text
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University of California, Los Angeles
Los Angeles, United States
18 h-index
23 publications
2.4K citations
University of Washington
Seattle, United States
16 h-index
23 publications
2.4K citations
University of Iowa
Iowa City, United States
15 h-index
28 publications
1.3K citations
University of Illinois Urbana-Champaign
Urbana, United States
15 h-index
22 publications
1.3K citations
University of Michigan
Ann Arbor, United States
14 h-index
18 publications
2.1K citations
Michigan State University
East Lansing, United States
13 h-index
20 publications
1.1K citations
University of Maryland, College Park
College Park, United States
11 h-index
13 publications
1.5K citations

Cornell University
Ithaca, United States
11 h-index
16 publications
2.4K citations
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72 publications · 11.7K citations
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35 publications · 2.8K citations
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23 publications · 1.6K citations
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19 publications · 1.1K citations
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PSPB · 17 publications · 931 citations
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