Under the Performance Attribution Analysis Method,the ____ Measures the Manager's

question 86

Multiple Choice

Under the performance attribution analysis method,the ____ measures the manager's ability to form specific market segment portfolios that generate superior returns relative to the way in which the comparable market segment is defined in the benchmark portfolio weighted by the manager's actual market segment investment proportions.

• A) Selection effect
• B) Allocation effect
• C) Distribution effect
• D) Diversification effect
• E) Attribution effect