Determinants of Portfolio Performance¶
Brinson, G. P., Hood, L. R., & Beebower, G. L. (1986). Determinants of Portfolio Performance. Financial Analysts Journal, 42(4), 39-44.
Cited by¶
1 citation across 1 artifact.
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Primes¶
- Selection Vs Transmission Decomposition
- In portfolio attribution it is Brinson attribution, decomposing total return into an allocation effect (overweighting better-performing classes) and a selection effect (within-class security selection) — the same cut under a different name.
This sourceBrinson attribution, decomposing total portfolio return into an allocation effect (weighting) and a selection effect (within-class security selection).
- In portfolio attribution it is Brinson attribution, decomposing total return into an allocation effect (overweighting better-performing classes) and a selection effect (within-class security selection) — the same cut under a different name.
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