$25.00
The author provides a simple approach to the problem of linking attribution effects over time: Just Don’t Do It. Instead he suggests a “long single-period” approach using style-based benchmarks and simple subtraction.
Author: Stephen Campisi
Description
The author provides a simple approach to the problem of linking attribution effects over time: Just Don’t Do It. Instead he suggests a “long single-period” approach using style-based benchmarks and simple subtraction.
Long Term Risk Adjusted Attribution
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