RT Journal Article
SR Electronic
T1 Handling the Use of Derivatives in Performance Attribution
JF The Journal of Derivatives
FD Institutional Investor Journals
SP 121
OP 138
DO 10.3905/jod.2022.1.154
VO 29
IS 4
A1 Bruce J. Feibel
YR 2022
UL https://pm-research.com/content/29/4/121.abstract
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.