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SSRN Id2431010 by me is a document available to read on EtoBox.

This document presents an extension of the Brinson performance attribution framework tailored for institutional investment management, addressing specific needs such as hierarchical structures and multiple benchmarks. The authors propose a model that eliminates the interaction term commonly found in traditional attribution, introducing four key statistics: manager alpha, portfolio construction, tactical, and strategic, to better reflect investment decisions. Additionally, they adapt the linking methodology

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me

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EN