Research and Insights
Articles by Nancy Roth
Performance Attribution of Multi-Asset Class Portfolios using BarraOneResearch Report | Jun 19, 2015 |
This paper focuses on BarraOne’s Performance Analytics solution and describes how we have modified standard performance attribution tools to address several interesting use cases which arise for increasingly popular multi-asset class investment strategies. The paper illustrates, through a practical case study, how the Visualization tool within the BarraOne Performance Analytics solution can be employed to understand the performance due to the allocation of capital both across different...