{"title":"Handling the Use of Derivatives in Performance Attribution","authors":"Bruce J. Feibel","doi":"10.3905/jod.2022.1.154","DOIUrl":null,"url":null,"abstract":"In this article, the author demonstrates methods for processing derivatives exposures that are beneficial to investment portfolio performance and that accurately reflect the portfolio managers’ objectives. The article will help the reader evaluate the success of portfolio management decisions.","PeriodicalId":34223,"journal":{"name":"Jurnal Derivat","volume":"29 1","pages":"121 - 138"},"PeriodicalIF":0.0000,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Jurnal Derivat","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3905/jod.2022.1.154","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
In this article, the author demonstrates methods for processing derivatives exposures that are beneficial to investment portfolio performance and that accurately reflect the portfolio managers’ objectives. The article will help the reader evaluate the success of portfolio management decisions.
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