Returns Attribution via Brinson Models
Excel worksheet to figure out Returns Attribution via Brinson Models.
Brinson-Hood-Beebower (BHB) Model
Brinson-Fachler (BF) Model
Use this as a template.
Customization is available.
C:\Dropbox\_\work\Fin_Deriv\_Theory\RiskRet_PnL_Attribution\Returns_Attribution_Brinson.xlsm
Excel worksheet to figure out Returns Attribution via Brinson Models.
Brinson-Hood-Beebower (BHB) Model
Brinson-Fachler (BF) Model
Use this as a template.
Customization is available.
C:\Dropbox\_\work\Fin_Deriv\_Theory\RiskRet_PnL_Attribution\Returns_Attribution_Brinson.xlsm
Excel worksheet to figure out Returns Attribution via Brinson Models.
Brinson-Hood-Beebower (BHB) Model
Brinson-Fachler (BF) Model
Use this as a template.
Customization is available.
C:\Dropbox\_\work\Fin_Deriv\_Theory\RiskRet_PnL_Attribution\Returns_Attribution_Brinson.xlsm