Performance Attribution: Brinson Model

The article, the first in this series (Fundamentals of Performance Attribution) explains the first principles behind the Brinson model. It also shows how simple it is to calculate exact multi-period attributes at the total level using those principles. It is worth spending a few minutes reviewing the basics of Brinson attribution because they lead quickly to new and interesting territory.

Provided by: Barra Topic: Date Added: Oct 2003 Format: PDF

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