SelectionShare & TimingShare | Masterfully Written by Delightfully Responsive Author

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Anders Ekholm has written a wonderful paper Ekholm, Anders G. Components of Portfolio Variance: Systematic, Selection and Timing August 8, 2014 http://ssrn.com/abstract=2463649 demonstrating how we might decompose a money manager’s performance with just a return stream.  Since his method relies simply on the return stream, he overcomes one of the biggest challenges of the Petajisto / Cremers’

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