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Comparing the performance of a managed portfolio to the performance of a benchmark portfolio
Date:
2010
Type:
Text
Source:
Proceedings of the 40th Atlantic Schools of Business conference, Saint Mary's University, 2010, pp 210-222
Abstract:
Decomposing excess return into asset allocation and security selection components is ambiguous when the return is expressed in terms of asset classes. We present two methods for eliminating this ambiguity.
Subject:
- Portfolio management
URI:
Link to Full Text
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