Excess return contribution explained (in arithmetic model) by selection and allocation. The manager has been improving since 2009. Red dots = negative contribution whereas blue dots = positive contribution.
Performance attribution | visualization
Rodolfo Vanzini
Making sense of economics
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Rodolfo Vanzini
@RodolfoVanzini
- Gordon's constant growth DDM in full action to teach financial markets dynamics is underpinned by #rstats #ggplot2.… https://t.co/utWCqImpCs
about 2 months ago - Il modello di Black-Litterman (BL) è uno strumento molto efficace capace di rispondere p https://t.co/KOa6OghClf #blacklitterman #rstats
about 6 months ago
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