Concepedia

Portfolio Performance Attribution

Portfolio Performance Attribution is a quantitative analytical framework that decomposes a portfolio's overall return into distinct components attributable to specific investment decisions, such as asset allocation, security selection, and timing, in order to evaluate the sources of excess performance relative to a benchmark.

53

Publications

3.1K

Citations

119

Authors

105

Institutions

Publications per year

2017–2026

13

Parents

Publications

53

Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance

Tony Klein, Hien Pham Thu, Thomas Walther · International Review of Financial Analysis · 2018 · 822 citations

, , +13

Discrete Expectational Data and Portfolio Performance

Edwin J. Elton, Martin J. Gruber, Seth Grossman · The Journal of Finance · 1986 · 204 citations

, , +14

Fossil Fuel Divestment and Portfolio Performance

Arjan Trinks, Bert Scholtens, Machiel Mulder et al. · Ecological Economics · 2018 · 191 citations · Full text

, , +13

Portfolio Performance and Agency

Philip H. Dybvig, Heber Farnsworth, Jennifer N. Carpenter · Review of Financial Studies · 2009 · 144 citations

, , +14

Portfolio style: Return-based attribution using quantile regression

Gilbert W. Bassett, Hsiu‐Lang Chen · Empirical Economics · 2001 · 138 citations

, , +12

1–5 of 53

Authors

119

  1. ST
    Steven Thorley

    Brigham Young University, United States

    3 publications · 57 citations

    3

    h-index

  2. RC
    Roger Clarke

    Australian National University, Australia

    3 publications · 57 citations

    3

    h-index

  3. HD
    Harindra de Silva

    Brigham Young University, United States

    3 publications · 57 citations

    3

    h-index

  4. PH
    Patrick Houweling

    Erasmus University Rotterdam, Netherlands

    2 publications · 81 citations

    2

    h-index

  5. EV
    Erik van Leeuwen

    Lehman College, United States

    2 publications · 81 citations

    2

    h-index

1–5 of 119

Institutions

105

  1. SV Health Investors (United States)

    Boston, United States

    3 h-index

    3 publications

    52 citations

  2. Chinese University of Hong Kong

    Hong Kong, Hong Kong

    3 h-index

    3 publications

    53 citations

  3. Brigham Young University

    Provo, United States

    3 h-index

    3 publications

    57 citations

  4. Centre for Economic Policy Research

    London, United Kingdom

    3 h-index

    3 publications

    50 citations

  5. Washington University in St. Louis

    St Louis, United States

    2 h-index

    2 publications

    184 citations

  6. CERMICS

    Champs-sur-Marne, France

    2 h-index

    4 publications

    70 citations

  7. London School of Economics and Political Science

    London, United Kingdom

    2 h-index

    2 publications

    39 citations

  8. University of Illinois Chicago

    Chicago, United States

    2 h-index

    4 publications

    308 citations

1–8 of 105

Venues

  1. SSRN Electronic Journal

    Repository · 9 publications · 224 citations

    9

    h-index

  2. Financial Analysts Journal

    FAJ · 5 publications · 88 citations

    5

    h-index

  3. The Journal of Portfolio Management

    JPM · 5 publications · 150 citations

    5

    h-index

  4. The Journal of Finance

    3 publications · 323 citations

    3

    h-index

  5. International Review of Financial Analysis

    IRFA · 3 publications · 862 citations

    3

    h-index

1–5