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1. Fixed-Income Attribution

期刊：Journal of Performance Measurement,Summer 2000, pp. 61-68

作者：Van Breukelen, G.,

2. Primer on Fixed Income Performance Attribution

期刊：Journal of Performance Measurement, Summer 2000, pp.14-25

作者：Campisi, S.,
3.Implementing Fixed Interest Attribution

期刊：Research paper of Flametree Software, 2000

作者：Colin, A.,
4. Decision-Based Evaluation of the Performance
of a Hierarchically Structured Investment Process”,

期刊：Journal of Performance Measurement, Fall 2001, pp. 47-62

作者：Geenen, J., Heemskerk, M., Heerema, M.,
5.Bond Performance Analysis: A Multi-factor Approach

期刊：Journal of Portfolio Management, Fall 1991, pp.40-47

作者：Kahn, R.,
6.Fixed Income Portfolio Management: Risk Modeling, Portfolio Construction and Performance Attribution

期刊：Journal of Performance Measurement,Summer 2001, pp. 58-70

作者：Ramaswamy, S.,

谢谢了～～

[此贴子已经被作者于2008-8-1 17:11:44编辑过]