Process attribution — A new way to measure skill in portfolio construction

S Bridgeland ()
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S Bridgeland: Bacon & Woodrow, St Olaf House

Journal of Asset Management, 2001, vol. 2, issue 3, No 6, 247-259

Abstract: Abstract This paper introduces a new concept, process attribution, and a new technique, SimIAn®, 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 successfully.

Keywords: attribution; performance; process; risk; simulation; skill (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1057/palgrave.jam.2240050

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