Nicholas Sharp

RiskMetrics Group

1 Chase Manhattan Plaza

New York, NY

United States

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Fixed Income Performance Attribution

Number of pages: 64 Posted: 03 Jun 2010 Last Revised: 09 Jun 2010
affiliation not provided to SSRNPictet Asset Management, RiskMetrics Group and Norwegian School of Economics (NHH) - Department of Finance
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Abstract:

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Fixed income factor model, performance attribution