Brinson-Style Attribution over Continuous Factors
Vishv Jeet and Amit Partani
The Journal of Portfolio Management Quantitative Special Issue 2023, 49 (2) 216-223; DOI: https://doi.org/10.3905/jpm.2022.1.446
Vishv Jeet
is a quantitative researcher at Ergoteles Capital, LLC in New York, NY
Amit Partani
is a quantitative researcher at Ergoteles Capital, LLC in New York, NY
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In this issue
The Journal of Portfolio Management
Vol. 49, Issue 2
Quantitative Special Issue 2023
Brinson-Style Attribution over Continuous Factors
Vishv Jeet, Amit Partani
The Journal of Portfolio Management Dec 2022, 49 (2) 216-223; DOI: 10.3905/jpm.2022.1.446