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Examine construction associated with optimal risky portfolio

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In this module we learned to examine the construction and properties associated with the optimal risky portfolio, illustrate how the Treynor-Black and the Black-Litterman models complement one another in the portfolio optimization process, examine the systematic 4-stage investment process suggested by the CFA Institute, and analyze the influence of taxes on investment strategies. Lets extend the discussion by examining the practical implications of these concepts.

Performance attribution analysis is an attempt to divide a manager's "active" residual return into an allocation effect and a selection effect.

Explain how these two effects are measured.

Reference no: EM13864621

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