- performance attribution analysis
- Инвестиции: анализ функциональности деятельности, факторный анализ эффективности работы финансового менеджера
Универсальный англо-русский словарь. Академик.ру. 2011.
performance attribution analysis
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Performance attribution analysis — The decomposition of a money manager s performance results to explain the reasons why those results were achieved. This analysis seeks to answer the following questions: (1) What were the major sources of added value? (2) Was short term factor… … Financial and business terms
performance attribution analysis — The decomposition of a money manager s performance results to explain the reasons why those results were achieved. This analysis seeks to answer questions such as: (1) What were the major sources of added value ? (2) Was short term factor timing… … Financial and business terms
Performance attribution — or Investment Performance Attribution is a set of techniques that performance analysts use to explain why a portfolio s performance differed from the benchmark. This difference between the portfolio return and the benchmark return is known as the … Wikipedia
Attribution Analysis — A performance evaluation tool used to analyze the abilities of portfolio or fund managers. Attribution analysis uncovers the impact of the manager’s investment decisions with regard to overall investment policy, asset allocation, security… … Investment dictionary
Performance evaluation — The evaluation of a manager s performance which involves, first, determining whether the money manager added value by outperforming the established benchmark ( performance measurement) and, second, determining how the money manager achieved the… … Financial and business terms
performance evaluation — The assessment of a manager s results, which involves, first, determining whether the money manager added value by outperforming the established benchmark ( performance measurement) and, second, determining how the money manager achieved the… … Financial and business terms
Performance measurement — with a process is the complement to process execution. Based on measured performance, the feedback control loop may be closed. The metrics to assess performance is set according to a determined econometric model. The expected best result is… … Wikipedia
BARRA's performance analysis — ( Perfan) A method developed by BARRA, a consulting firm in Berkeley, Calif. It is commonly used by institutional investors applying performance attribution analysis to evaluate their money managers performances. The New York Times Financial… … Financial and business terms
Fixed income attribution — refers to the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. For example, the risks affecting the return of a bond portfolio … Wikipedia
Fixed-income attribution — refers to the process of measuring returns generated by various sources of risk in a fixed income portfolio, particularly when multiple sources of return are active at the same time. For example, the risks affecting the return of a bond portfolio … Wikipedia
Certificate in Investment Performance Measurement — The Certificate in Investment Performance Measurement (CIPM) is a professional accreditation in the field of investment performance analysis in the United States. It includes investment performance measurement and attribution. It is offered by… … Wikipedia
