Abstract
The Return Attribution Analysis is widely used in dissects the performance of fixed income, trades, portfolios and indices. This method is designed to calculate and explain total return by using different factors. In the analysis the return of portfolio, we use the return attribution method to find out the factors affect the YTM, such as [...]
Entries Tagged as 'Portfolios ，Return Attribution， Portfolios， Yield book'
Return Attribution Analysis of the Portfolios and MTGINDEX
五月 9th, 2009 2 Comments
Tags: Portfolios ，Return Attribution， Portfolios， Yield book
