This is a summary of links featured on Quantocracy on Thursday, 06/15/2023. To see our most recent links, visit the Quant Mashup. Read on readers!
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Enhance your portfolio analysis framework with carbon emissions attributions [DileQuante]As a portfolio manager, of a mutual or dedicated fund, you have to regularly report the performance of your fund on a specific time frame (monthly, quarterly, yearly, etc.). One of the common tools is the performance attribution analysis, which is a framework that allows to isolate the effect between allocation and selection processes. Several methods can be used (Brinson, Top-Down, Geometric,