What is This Thing Called “Interaction”?

$25

As we explore performance attribution, we find a multi-faceted discipline with theories and models of its own.  Here the author discusses the interaction effect: the relationship between sector allocation and stock selection.

Author: Damien Laker

As we explore performance attribution, we find a multi-faceted discipline with theories and models of its own.  Here the author discusses the interaction effect: the relationship between sector allocation and stock selection.