This section describes equity style attribution analysis for single or multicurrency portfolios based on the Brinson-Fachler model. It also provides linking methods used in multi-period Brinson-Fachler attribution analysis to ensure the attribution effects are summed properly over multiple time periods.
In this section
- Overview of the Brinson-Fachler Model
- Calculate Global Attribution Effects
- Brinson-Fachler Attribution Analysis for a Single-Period
- Brinson-Fachler Attribution Analysis for Multiple-Periods
- Linking Methods for Brinson-Fachler Style Attribution
- Carino Multiple-Period Smoothing (Arithmetic, Geometric)
- Menchero Multiple-Period Smoothing (Arithmetic)
- Geometric Attribution Method
- Geometric Attribution Method Single Currency Analysis
- Geometric Attribution Method Multicurrency Analysis
- Multi-Manager Attribution Analysis
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