Barra Enterprise Performance Newsletter

Barra Enterprise Performance Newsletter is a monthly e-newsletter that explores key current topics on investment performance analysis and reporting. Archives of the Newsletter are available below.

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Date Topics November, 2003 Performance Calculation for Short Positions October, 2003 Performance Attribution: Transaction-based or Buy & Hold? September, 2003 Key Barriers to Success in Performance Attribution August, 2003 Daily Calculations of Rebalanced Benchmarks July, 2003 Assembling Data for Performance Analysis June, 2003 The Case for Daily Performance Attribution May, 2003 Daily Performance Is Still a Big Issue March, 2003 Returns on Short Sales November, 2002 More on the Multi-period Attribution Debate September, 2002 What Data Do I Need for Performance Attribution? May, 2002 Update on Multiple Period Attribution