Which is Better: Daily or Monthly Attribution?

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This article offers a critical examination of some issues that impact return attribution methods and the age-old query about methodology. The authors offer a nicely detailed presentation of their preferred method.

Authors: Peter J. Zangari and Mehmet Bayraktar

This article offers a critical examination of some issues that impact return attribution methods and the age-old query about methodology. The authors offer a nicely detailed presentation of their preferred method.

Which is Better: Daily or Monthly Attribution?

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The Journal of Performance Measurement

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