PT  - JOURNAL ARTICLE
AU  - Bruce J. Feibel
TI  - Handling the Use of Derivatives in Performance Attribution
AID  - 10.3905/jod.2022.1.154
DP  - 2022 Apr 26
TA  - The Journal of Derivatives
PG  - jod.2022.1.154
4099  - https://pm-research.com/content/early/2022/04/25/jod.2022.1.154.short
4100  - https://pm-research.com/content/early/2022/04/25/jod.2022.1.154.full
AB  - 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.