Performance Attribution Analysis is a financial evaluation method that decomposes a portfolio's realized returns into distinct risk factors or investment decisions to identify the specific sources of outperformance or underperformance relative to a benchmark.
62
Publications
2.8K
Citations
146
Authors
108
Institutions
Publications per year
2017–2026
15
Publications
62
Attribution of flood risk in urban areas
Richard Dawson, Linda Speight, Jim W. Hall et al. · Journal of Hydroinformatics · 2008 · 128 citations · Full text
A factor approach to the performance of ESG leaders and laggards
Helena Naffa, Máté Fain · Finance research letters · 2021 · 122 citations · Full text
1–5 of 62
Authors
146
- LK
2
h-index
- BW
2
h-index
- EM
2
h-index
- VK
2
h-index
- JM
2
h-index
1–5 of 146
Institutions
108
University of Michigan
Ann Arbor, United States
2 h-index
6 publications
318 citations
University of Groningen
Groningen, The Netherlands
2 h-index
2 publications
120 citations
Utrecht University
Utrecht, The Netherlands
2 h-index
2 publications
93 citations
Maastricht University
Maastricht, The Netherlands
2 h-index
2 publications
93 citations
Université du Québec à Montréal
Montreal, Canada
2 h-index
2 publications
35 citations
SV Health Investors (United States)
Boston, United States
2 h-index
2 publications
27 citations
Pennsylvania State University
State College, United States
2 h-index
2 publications
56 citations
Texas Tech University
Lubbock, United States
2 h-index
2 publications
48 citations
1–8 of 108
Venues
- Financial Analysts Journal
FAJ · 7 publications · 187 citations
7
h-index
- SSRN Electronic Journal
Repository · 6 publications · 161 citations
6
h-index
- The Journal of Portfolio Management
JPM · 6 publications · 159 citations
6
h-index
- Journal of Cleaner Production
2 publications · 67 citations
2
h-index
- Strategic Management Journal
SMJ · 2 publications · 309 citations
2
h-index
1–5