PORTFOLIO MANAGEMENT - Currency Overlay in Performance Evaluation - By focusing on market and currency excess returns, the method described here allows more accurate attribution analysis than do previous methods.
| Year of publication: |
2003
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|---|---|
| Authors: | Paape, Cornelia |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 59.2003, 2, p. 55-68
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