Multiple Attribution Formula for Extracting the Effect of Transactions from an Asset Class Segment R

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The author proposes a new formula for applying Modified Dietz in attribution analysis.

Multiple Attribution Formula for Extracting the Effect of Transactions from an Asset Class Segment R.

Author: Yoshiaki Akeda

The author proposes a new formula for applying Modified Dietz in attribution analysis.

Multiple Attribution Formula for Extracting the Effect of Transactions from an Asset Class Segment R.

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The Journal of Performance Measurement

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