Andrea Menegazzo

affiliation not provided to SSRN

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Scholarly Papers (1)

1.

A Unified Frame Work for Performance and Risk Attribution

Ca' Foscari University of Venice Department of Economics Working Paper No. 28
Number of pages: 18 Posted: 05 Dec 2012
Marco Corazza and Andrea Menegazzo
Ca Foscari University of Venice - Dipartimento di Economia and affiliation not provided to SSRN
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Abstract:

Performance attribution, Risk attribution, Brinson Model