Suppose an active equity manager has earned an active return of 110 basis points, of which 80
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This remainder of 30 basis points would be attributable to the return from factor tilts A portfo...View the full answer
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Quantitative Investment Analysis
ISBN: 978-1119104223
3rd edition
Authors: Richard A. DeFusco, Dennis W. McLeavey, Jerald E. Pinto, David E. Runkle
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