Download or read book Comparing Performance Attribution Linking Methods written by Yindeng Jiang and published by . This book was released on 2014 with total page 22 pages. Available in PDF, EPUB and Kindle. Book excerpt: A number of methods have been developed to link single-period arithmetic attribution results. We present the first institutional portfolio empirical study comparing the most referenced methods for producing additive multiperiod attributes from their single-period counterparts. While our findings suggest the methods typically produce similar results, we find a pattern in the way the methods' results relate to one another. We find the Modified Frongello Method and Cariño Method to produce nearly identical results, the Frongello and Cariño methods to cluster and the Naïve and Menchero methods to be outliers.