What is This Thing Called “Interaction”?

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As we explore performance attribution, we find a multi-faceted discipline with theories and models of its own.  Here the author discusses the interaction effect: the relationship between sector allocation and stock selection.

Author: Damien Laker

As we explore performance attribution, we find a multi-faceted discipline with theories and models of its own.  Here the author discusses the interaction effect: the relationship between sector allocation and stock selection.

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The Journal of Performance Measurement

The Performance Measurement Resource.

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