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Home» Product » Long Term Risk Adjusted Attribution

Long Term Risk Adjusted Attribution

Posted by admin - May 17, 2014 -
0

$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

SKU: Fall20027-1-3 Category: Articles Tags: article, Risk Adjusted Attribution
  • Description

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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