{"title":"绩效归因中衍生品的使用处理","authors":"Bruce J. Feibel","doi":"10.3905/jod.2022.1.154","DOIUrl":null,"url":null,"abstract":"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.","PeriodicalId":34223,"journal":{"name":"Jurnal Derivat","volume":"29 1","pages":"121 - 138"},"PeriodicalIF":0.0000,"publicationDate":"2022-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Handling the Use of Derivatives in Performance Attribution\",\"authors\":\"Bruce J. Feibel\",\"doi\":\"10.3905/jod.2022.1.154\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"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.\",\"PeriodicalId\":34223,\"journal\":{\"name\":\"Jurnal Derivat\",\"volume\":\"29 1\",\"pages\":\"121 - 138\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2022-03-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Jurnal Derivat\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.3905/jod.2022.1.154\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Jurnal Derivat","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.3905/jod.2022.1.154","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Handling the Use of Derivatives in Performance Attribution
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.