Brinson-Fachler Equity Style Attribution
- Tom Fahey (Unlicensed)
- Pamela Totas (Deactivated)
Owned by Tom Fahey (Unlicensed)
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.
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