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- Published online August 23, 2019.
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© 2019 Pageant Media Ltd
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- Jeffrey D. Fisher
- Joseph D’Alessandro
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- Article
- Abstract
- BRINSON ATTRIBUTION
- RISK-ADJUSTED PERFORMANCE EXAMPLE
- PRACTICAL APPLICATION OF RISK-ADJUSTED PERFORMANCE ATTRIBUTION
- RISK ADJUSTMENTS
- ADJUSTING ALPHA FOR DIVERSIFICATION
- EXAMPLE EXTENDED FOR UNSYSTEMATIC (STANDARD DEVIATION) RISK
- A NOTE ON INTERACTION
- RELIABILITY OF RISK MEASURES
- CONCLUSION
- ACKNOWLEDGMENTS
- ADDITIONAL READING
- ENDNOTES
- REFERENCES
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