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标题: Micro Performance Attribution [打印本页]

作者: bchadwick 时间: 2011-7-11 18:58 标题: Micro Performance Attribution

Any tip to remember the Micro Performance Attribution Formula ?

Thanks and good luck !

作者: bboo 时间: 2011-7-11 18:58

micro

P = (wpj-wbj) (rbj-rb)
A = wpj-wbj) (rpj-rbj
W= wbj (rpj-rbj)

Look closely (john nash style) dont u see a pattern?

peanut butter repeats
1st bracket top 2 are the same
2nd bracket last 2 are the same

W the last letter only has a BJ for the 1st bracket
P second bracket only has bj and b

作者: thommo77 时间: 2011-7-11 18:58

Also macro

ac is important during the exam

AC = wii (rci -rf)
IS = wii wij (rbi-rci)
IM = wii wij (rai-rbi)

the second bracket ....the frist shall be last ( in this case second)
the first bracket has a wii follow by a wii and a wij

ok imma stop u guys get the pic

作者: oneboy 时间: 2011-7-11 18:58

sum[(wpj-wbj)*B]=0

作者: justin88 时间: 2011-7-11 18:58

Thnaks guys,

I'm now Micro-Performance-Attribution-Formula-Proof

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