The Limited Efficacy Of Elementary Brinson Attribution Example

Read how Opturo's proprietary IRR engine fixes the issues found in traditional IRR calculations like Excel's XIRR function.

For Carl Bacon's Advanced Portfolio Attribution Analysis--Andre Mirabelli, Ph.D.--Annualization is necessary whenever one needs a temporally intensive property that can be used to compare the values of a temporally extensive property describing periods of different duration...

Opturo--Andre Mirabelli, Ph.D.-- Modeling is more than a mathematical exercise. Its proper intent is to provide insight into the actual structure of the system being addressed. This requires more care then is typically exercised in the construction of models evaluating the amount to be attributed to each decision that contributes to a fund's active return…