Question
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
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
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Investment Analysis and Portfolio Management
Authors: Frank K. Reilly, Keith C. Brown
10th Edition
538482109, 1133711774, 538482389, 9780538482103, 9781133711773, 978-0538482387
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