Comparing the performance of a managed portfolio to the performance of a benchmark portfolio

dc.creator	Fooladi, Iraj
dc.creator	Rumsey, John
dc.date.accessioned	2014-01-30T20:20:55Z
dc.date.available	2014-01-30T20:20:55Z
dc.date.issued	2010
dc.identifier	http://library2.smu.ca/bitstream/handle/01/25407/asb_proceedings_2010.pdf#page=210
dc.identifier.uri	http://library2.smu.ca/xmlui/handle/01/25612
dc.description.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.	en_CA
dc.description.provenance	Submitted by Trish Grelot (trish.grelot@smu.ca) on 2014-01-30T20:20:55Z No. of bitstreams: 0	en
dc.description.provenance	Made available in DSpace on 2014-01-30T20:20:55Z (GMT). No. of bitstreams: 0 Previous issue date: 2010	en
dc.language.iso	en	en_CA
dc.publisher	Atlantic Schools of Business	en_CA
dc.subject.lcsh	Portfolio management
dc.title	Comparing the performance of a managed portfolio to the performance of a benchmark portfolio	en_CA
dc.type	Text	en_CA
dcterms.bibliographicCitation	Proceedings of the 40th Atlantic Schools of Business conference, Saint Mary's University, 2010, pp 210-222