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Author:Bridgeland, S.
Title:Process attribution - a new way to measure skill in portfolio construction
Journal:Journal of asset management
2001 : DEC, VOL. 2:3, p. 247-259
Index terms:Portfolio management
Skills utilization
Risk analysis
Performance appraisal
Language:eng
Abstract:The paper introduces a new concept, process attribution, and a new technique, developed to analyse the evidence of skill being employed in the different decisions involved in a portfolio construction process. Using an example, it illustrates how the technique can be used to refine and improve portfolio construction processes, monitor skill and risk controls and combine managers succesfully.
SCIMA record nr: 228867
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