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Process attribution — A new way to measure skill in portfolio construction

Author

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  • S Bridgeland

    (Bacon & Woodrow, St Olaf House)

Abstract

This paper introduces a new concept, process attribution, and a new technique, SimIAn®, developed to analyse the evidence of skill being employed in the different decisions involved in a portfolio construction process. Using an example, it illustrates how the technique can be used to refine and improve portfolio construction processes, monitor skill and risk controls and combine managers successfully.

Suggested Citation

  • S Bridgeland, 2001. "Process attribution — A new way to measure skill in portfolio construction," Journal of Asset Management, Palgrave Macmillan, vol. 2(3), pages 247-259, December.
    • Handle: RePEc:pal:assmgt:v:2:y:2001:i:3:d:10.1057_palgrave.jam.2240050
    DOI: 10.1057/palgrave.jam.2240050
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    Cited by:

    1. Jem Tugwell, 2011. "Skill or luck? The role of strategies and scenario analysis as a competitive differentiator for fund management firms," Journal of Asset Management, Palgrave Macmillan, vol. 12(4), pages 281-291, September.

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