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   AUTHOR= {Menchero, Jose and Morozov, Andrei and Shepard, Peter},
   TITLE= "{The Barra Global Equity Model (GEM2)}",
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   YEAR= {2008}
}

@ARTICLE{brinson:gary,
   AUTHOR= {Brinson, Gary and Hood, Ranholph and Beebower, Gilbert},
   TITLE= {{Determinants of Portfolio Performance}},
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   YEAR= {1986},
URL= {http://www.jstor.org/stable/4478947}
}

@ARTICLE{garytwo,
   AUTHOR= {Brinson, Gary and Singer, Brian and Beebower, Gilbert},
   TITLE= {{Determinants of Portfolio Performance II: An Update}},
   JOURNAL= {Financial Analysts Journal},
   VOLUME= {47},
   NUMBER= {3},
   PAGES= {40--48},
   MONTH= {May--Jun.},
   YEAR= {1991},
   URL= {http://www.jstor.org/stable/4479432}
}

@ARTICLE{kane:david,
   AUTHOR= {Enos, Jeff and Kane, David},
   TITLE= {{Analysing Equity Portfolios in R}},
   JOURNAL= {R News},
   VOLUME= {6},
   NUMBER= {2},
   PAGES= {13--19},
   MONTH= {MAY},
   YEAR= {2006},
   URL= {http://CRAN.R-project.org/doc/Rnews}
}

@ARTICLE{jpmreg,
   AUTHOR= {Grinold, Richard},
   TITLE= {{Attribution, Modeling asset characteristics as portfolios}},
   JOURNAL= {The Journal of Portfolio Management},
PAGES= {19},	
     MONTH= {Winter},
   YEAR= {2006}
}
@BOOK{practical,
   AUTHOR= {Bacon, Carl},
   TITLE= {{Practical Portfolio Performance Measurement and Attribution}},
   PUBLISHER= {John Wiley \& Sons, Ltd.},
EDITION= {2},	
       YEAR= {2008}
}
@ARTICLE{multi,
   AUTHOR= {Menchero, Jose},
   TITLE= {{Multiperiod Arithmetic Attribution}},
   JOURNAL= {Financial Analysts Journal},
   VOLUME= {60},
   NUMBER= {4},
   PAGES= {76--91},
   YEAR= {2004}
}
@ARTICLE{lord,
   AUTHOR= {Lord, Timothy},
   TITLE= {{The Attribution of Portfolio and Index Returns in Fixed Income}},
   JOURNAL= {Journal of Performance Measurement},
   VOLUME= {Fall},
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   YEAR= {1997}
}

@ARTICLE{linking,
   AUTHOR= {Menchero, Jose},
   TITLE= {{An Optimized Approach to Linking Attribution Effects over Time}},
   JOURNAL= {Journal of Performance Measurement},
   VOLUME= {5},
   NUMBER= {1},
   PAGES= {36--42},
   YEAR= {2000}
}

@ARTICLE{localrisk,
   AUTHOR= {Singer, Brian and Karnosky, Denis},
   TITLE= "{The General Framework for Global Investment Management and Performance Attribution}",
   JOURNAL= {The Journal of Portfolio Management},
   VOLUME= {Winter},
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   YEAR= {1995}
}

@ARTICLE{davies,
   AUTHOR= {Davies, Owen and Laker, Damien},
   TITLE= "{Multi-Period Performance Attribution Using the Brinson Model}",
   JOURNAL= {Journal of Performance Measurement},
   VOLUME= {Fall},
   YEAR= {2001}
}

@ARTICLE{frongello,
   AUTHOR= {Frongello, Andrew},
   TITLE= "{Linking Single Period Attribution Results}",
   JOURNAL= {Journal of Performance Measurement},
   VOLUME= {Spring},
   YEAR= {2002}
}