This section describes equity style attribution analysis for multicurrency portfolios based on the Karnosky-Singer model, including currency hedging methodologies. It also provides linking methods used in multi-period Karnosky-Singer attribution analysis to ensure attribution effects are summed properly over multiple time periods.
In this section
- Overview of the Karnosky-Singer Model
- Calculate Global Effects
- Comparing Brinson-Fachler Style Attribution to Karnosky-Singer Style Attribution
- Karnosky-Singer Attribution Analysis for a Single-Period
- Karnosky-Singer Attribution Analysis for Multiple-Periods
- Linking Methods for Karnosky-Singer Style Attribution
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