Attribution with Style

$25.00

Attribution with Style
Ronald J. Surz, CIMA, Roxbury Capital Management

Are managers being fired needlessly? This author proposes that the current system, even with using style-based or sector-based attribution to measure management influence over returns, can penalize good managers. He favors analyzing sector and stock sections within the manager's style to isolate the manager's Yes influence on returns.

Attribution with Style
Ronald J. Surz, CIMA, Roxbury Capital Management

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The Journal of Performance Measurement

The Performance Measurement Resource.

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