Attribution of Long–Short Funds PoorSatisfactoryGoodVery GoodExcellent Be the first. (0 ratings) Log in to rate this article. Investment Performance Measurement Feature Articles May 2009 | Vol. 2009 | No. 1 Source: CFA InstitutePaul Copplestone Abstract In current practice, long–short attribution typically lies in the absolute return contribution space, with most analysis simply calculating how much the fund made from long and short investments. Although the results of such analyses look fairly simple, several complications must be addressed — the main one being how to classify long and short positions. View more information Topics Alternative Investments : Hedge Funds | Performance Measurement and Evaluation : Return Measures (Arithmetic, Geometric, Time Weighted, Dollar Weighted) | Portfolio Management : Alternative Investment Portfolio Management Strategies · Performance Measurement, Attribution, and Appraisal Credits · About the CE Program 0 CE (including 0 SER) Record credits Credits recorded Members, log in to record your credits. Manage CE Credits People who viewed this page also viewed: Top Hedge Fund Investors: Stories, Strategies, and Advice This book chronicles top hedge fund investors that played key roles in the industry, including substantial information on manager sourcing, ... More Credit Suisse Global Wealth Databook This Databook displays the detailed dataset backing the "Credit Suisse Global Wealth Report," the comprehensive study of world ... More Credit Suisse Global Wealth Report The "Credit Suisse Global Wealth Report" is a comprehensive study of world wealth that analyzes the world’s entire 200 trillion ... More Loading ...