Roger Clarke

Analytic Investors, Inc.

700 So. Flower St., Suite 2400

Los Angeles, CA 90017

United States

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Scholarly Papers (1)

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Performance Attribution and the Fundamental Law

Financial Analysts Journal, Vol. 61, No. 5, pp. 70-82, September/October 2005
Posted: 29 Oct 2005
Roger Clarke, Steven Thorley and Harindra de Silva
Analytic Investors, Inc., BYU Marriott School of Business and Analytic Investors, Inc.

Abstract:

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Portfolio Management, Portfolio Construction, Rebalancing and Implementation, Equity Strategies, Hedge Fund Strategies, Alternative Investments, Hedge Fund Strategies