Under the performance attribution analysis method, the ____ measures the manager's decision to over- or underweight a

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Under the performance attribution analysis method, the ____ measures the manager's decision to over-or underweight a particular market segment in terms of that segment's return performance relative to the overall return to the benchmark.

a.Selection effect

b.Allocation effect

c.Distribution effect

d.Diversification effect

e.Attribution effect

Related Book For answer-question

Investment Analysis and Portfolio Management

ISBN: 978-0538482387

10th Edition

Authors: Frank K. Reilly, Keith C. Brown

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Posted Date: Apr 28, 2022 10:40 PM

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Under the performance attribution analysis method, the ____ measures the manager's decision to over- or underweight a

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b Allocation effect The allocation effect refers to the re... View the full answer

Investment Analysis and Portfolio Management

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