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Fundamentals of Performance Attribution: The Brinson Model

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Fundamentals of Performance Attribution: The Brinson Model

Jan 1, 2002

The article, the first in this series (Fundamentals of Performance Attribution) explains the first principles behind the Brinson model. It also shows how simple it is to calculate exact multi-period attributes at the total level using those principles.


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Research authors

  • Damien Laker
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