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Endnotes

  1. Brinson, G. L., R. Hood, and G. Beebower, 1986, Determinants of Portfolio Performance, Financial Analysts Journal, July/August, 39–44.

  1. This is a much quoted and misquoted study. A survey by Nutall and Nutall found that of 50 writers who quoted this study, 37 misread it to indicate that 93% of the total return came from asset allocation. (Nuttall, J. A., and J. Nuttall, 1998, Asset Allocation Claims—Truth or Fiction?, Working Paper.)


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