Determinants of portfolio performance
GP Brinson, LR Hood, GL Beebower - Financial Analysts Journal, 1986 - Taylor & Francis
In order to delineate investment responsibility and measure performance contribution, pension
plan sponsors and investment managers need a clear and relevant method of attributing …
plan sponsors and investment managers need a clear and relevant method of attributing …
Determinants of portfolio performance II: An update
GP Brinson, BD Singer, GL Beebower - Financial Analysts Journal, 1991 - Taylor & Francis
This article presents a framework for determining the contributions of different aspects of the
investment management process-asset allocation policy, active asset allocation, and …
investment management process-asset allocation policy, active asset allocation, and …
Determinants of portfolio performance
GP Brinson, LR Hood, GL Beebower - Financial Analysts Journal, 1995 - Taylor & Francis
In order to delineate investment responsibility and measure performance contribution, pension
plan sponsors and investment managers need a clear and relevant method of attributing …
plan sponsors and investment managers need a clear and relevant method of attributing …
A composite portfolio benchmark for pension plans
GP Brinson, JJ Diermeier… - Financial Analysts …, 1986 - Taylor & Francis
Successful management of a pension plan portfolio requires the focusing of investment
attention on the asset configuration of the total portfolio. This focus is facilitated by a composite …
attention on the asset configuration of the total portfolio. This focus is facilitated by a composite …
The future of investment management
GP Brinson - Financial Analysts Journal, 2005 - Taylor & Francis
Looking at the present and at 35 years in the investment management field has produced
the six observations and conjectures in this article: The correct portfolio for any investor is …
the six observations and conjectures in this article: The correct portfolio for any investor is …
“Determinants of Portfolio Performance—20 Years Later”: Author's Response
GP Brinson - Financial Analysts Journal, 2006 - Taylor & Francis
… Brinson Gary P. Brinson, GP Brinson Investments, Chicago … Attempting to apply Brinson–Hood–Beebower
methodology to this imaginary dataset of a single asset class is ridiculous and makes …
methodology to this imaginary dataset of a single asset class is ridiculous and makes …
[CITATION][C] Measuring non-US. equity portfolio performance
GP Brinson, N Fachler - The Journal of Portfolio Management, 1985 - pm-research.com
Islamic bonds, or sekuk, are fundamentally different from typical securitizations because
investors own a stake in the underlying collateral, which entitles them to cash flows. The field is …
investors own a stake in the underlying collateral, which entitles them to cash flows. The field is …
[CITATION][C] Investment markets: gaining the performance advantage
RG Ibbotson, GP Brinson - (No Title), 1987 - cir.nii.ac.jp
… Brinson, Gary P. … Brinson …
The Synergistic Impact of Taxes and Inflation on Investment Return
GP Brinson - Financial Analysts Journal, 1973 - Taylor & Francis
Most investors realize that any investment decision-making process must take into account
the effects of taxes and inflation. It may, however, be useful to journey through the world of …
the effects of taxes and inflation. It may, however, be useful to journey through the world of …
[CITATION][C] Global investing: the professional's guide to the world capital markets
RG Ibbotson, GP Brinson - (No Title), 1993 - cir.nii.ac.jp
… Brinson, Gary P. … Brinson …