4. a. What is disentangling? b. What advantages does disentangling offer over simpler, univariate analysis of return-related

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4.

a. What is “disentangling”?

b. What advantages does disentangling offer over simpler, univariate analysis of return-related variables?

c. Give an example of disentangling at work.

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Equity Valuation And Portfolio Management

ISBN: 9780470929919

1st Edition

Authors: Frank J. Fabozzi, Harry M. Markowitz

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