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Journal articles (2003), Bankers, Markets and Investors, pp. 59-63

L'attribution de performance

Performance attribution aims at assessing the quality of past investment decisions from the portfolio manager, in risk-return terms. Its purpose is to identify and explain the sources of over-or under-performance of a given fund vis-à-vis its implicit or explicit benchmark, i.e. to trace them to the manager's specific investment decisions.

PONCET, P. (2003). L'attribution de performance. Bankers, Markets and Investors, pp. 59-63.