A Portfolio Performance Measurement Technique That Decomposes the Return of a Manager's

question 84

Multiple Choice

A portfolio performance measurement technique that decomposes the return of a manager's holdings to a predetermined benchmark's returns and separates the difference into an allocation and selection is called

• A) Immunization analysis.
• B) Performance attribution analysis.
• C) Tactical rankings.
• D) Convexity utilization.
• E) Duration matching attrition.