由于不在学校,求助啊!!
1. Fixed-Income Attribution
期刊:Journal of Performance Measurement,Summer 2000, pp. 61-68
作者:Van Breukelen, G.,
2. Primer on Fixed Income Performance Attribution
期刊:Journal of Performance Measurement, Summer 2000, pp.14-25
作者:Campisi, S.,
3.Implementing Fixed Interest Attribution
期刊:Research paper of Flametree Software, 2000
作者:Colin, A.,
4. Decision-Based Evaluation of the Performance
of a Hierarchically Structured Investment Process”,
期刊:Journal of Performance Measurement, Fall 2001, pp. 47-62
作者:Geenen, J., Heemskerk, M., Heerema, M.,
5.Bond Performance Analysis: A Multi-factor Approach
期刊:Journal of Portfolio Management, Fall 1991, pp.40-47
作者:Kahn, R.,
6.Fixed Income Portfolio Management: Risk Modeling, Portfolio Construction and Performance Attribution
期刊:Journal of Performance Measurement,Summer 2001, pp. 58-70
作者:Ramaswamy, S.,
谢谢了~~
[此贴子已经被作者于2008-8-1 17:11:44编辑过]


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