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Business, 14.04.2020 23:31 reghanhoward3
Under the performance attribution analysis method, the measures the manager's ability to form specific market segment portfolios that generate superior returns relative to theway in which the comparable marke t segment is defined in the benchmark portfolio weighted by the manager's actual market segment investment proportions.
a. Selection effect
b. Allocation effect
c. Distribution effect
d. Diversification effect
e. Attribution effect
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