[R-SIG-Finance] Fwd: Multi-Asset Portfolio Performance Attribution

[Olasunkanmi Obanubi]

Hi all,

I am interested in knowing if there are any packages that deal with
performance attribution for a multi-asset portfolio in general.

In particular, I am interested in capturing the performance attribution at
each level of a top-down approach (say, for example, starting with asset
allocation at the highest level all the way down to manager selection at
the lowest level) to investing in a multi-asset portfolio.

Thanks for your time and thanks in advance for your response.

Regards,

Ola.

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