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A modified approach for risk-adjusted performance-attribution

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  1. Bank Sarasin & Cie AG, Elisabethenstr. 62, CH-4002, Basel

    Alexander T. Obeid CFA

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  1. Alexander T. Obeid CFA
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Obeid, A.T. A modified approach for risk-adjusted performance-attribution. Fin Mkts Portfolio Mgmt 18, 285–305 (2004). https://doi.org/10.1007/s11408-004-0304-9

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