TY - JOUR T1 - Handling the Use of Derivatives in Performance Attribution JF - The Journal of Derivatives DO - 10.3905/jod.2022.1.154 SP - jod.2022.1.154 AU - Bruce J. Feibel Y1 - 2022/04/26 UR - https://pm-research.com/content/early/2022/04/25/jod.2022.1.154.abstract N2 - 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. ER -