Back to matchesWe found a matchYour institution may have access to this item. Find your institution then sign in to continue.TitleProblems in Performance Attribution.AuthorsFooladi, Iraj J.; Rumsey, JohnAbstractDecomposing excess return into asset allocation and security selection components is ambiguous when the return is expressed in terms of asset classes. We present two methods for eliminating this ambiguity.SubjectsASSET allocation; RATE of return; FINANCIAL markets; BENCHMARKING (Management); INVESTMENT advisors; TASK performance; INTERPERSONAL relationsPublicationQuarterly Journal of Finance & Accounting, 2011, Vol 50, Issue 1, p5ISSN1939-8123Publication typeArticle