The objective of performance attribution is to explain portfolio performance relative to a benchmark, identify the sources of excess return, and relate those sources to active decisions by the portfolio manager.
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Robert C. Merton, 1997 Nobel Prize winner in economics, has been at the forefront of research on many topics in financial economics. In this publication, leading researchers explain Merton’s impact on financial theory and practice.
This survey examines the vibrant academic literature on environmental, social, and governance (ESG) investing. While there is no consensus on the exact list of ESG issues, responsible investors increasingly assess stocks in their portfolios based on non-financial data on environmental impact (e.g., carbon emissions), social impact (e.g., employee satisfaction), and governance attributes (e.g., board structure).
On its fourth edition, the investor’s trust survey measured the opinions of retail and institutional investors in 15 markets globally. In this report, CFA Institute analyses the dimensions of trust at the system, industry and firm level and finds that investors seek more information, innovation, and influence in their interactions with the investment management industry.
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