Performance measurement and attribution are key tools in informing investment decisions and strategies. Performance measurement is the quality control of the in

The objective of performance attribution is to explain portfolio performance relative to a benchmark, identify the sources of excess return, and relate those so

Investment Performance Attribution involves identifying and quantifying those activities that increase investment return above a given benchmark--and is the hot

This new edited volume consists of a collection of original articles written by leading financial economists and industry experts in the area of machine learnin

Just how successful is that investment? Measuring portfolio performance requires evaluation (measuring portfolio results against benchmarks) and attribution (de