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Financial Analysts Journal Volume 66, 2010 - Issue 6
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Performance Measurement and Evaluation

Performance Attribution: Measuring Dynamic Allocation Skill

Jason C. Hsu Jason C. Hsu is an adjunct professor at the UCLA Anderson School of Management and chief investment officer at Research Affiliates, LLC, Newport Beach, California.
,
Vitali Kalesnik Vitali Kalesnik is a vice president at Research Affiliates, LLC, Newport Beach, California.
&
Brett W. Myers Brett W. Myers is assistant professor of finance at the Rawls College of Business at Texas Tech University, Lubbock.
Pages 17-26 | Published online: 31 Dec 2018

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Ananth Madhavan, Aleksander Sobczyk & Andrew Ang. (2021) Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens. Financial Analysts Journal 77:1, pages 69-88.
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Andrew Ang, Ananth Madhavan & Aleksander Sobczyk. (2017) Estimating Time-Varying Factor Exposures (Corrected October 2017). Financial Analysts Journal 73:4, pages 41-54.
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David R. Gallagher, Graham Harman, Camille H. Schmidt & Geoffrey J. Warren. (2017) Global Equity Fund Performance: An Attribution Approach. Financial Analysts Journal 73:1, pages 56-71.
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