1Brinson G P,Fachler N.Measuring non-US equity portfolio performance[J].Journal of Portfolio Management,1985,(Spring):73～76.
2Brinson G P,Randolph H L,Beebower G L.Determinants of portfolio performance[J].Financial Analysts Journal,1986,(July～August):39～44.
3Brinson G P,Singer B D,Beebower G L.Determinants of portfolio performance Ⅱ:an update[J].Financial Analysts Journal,1991,(May～June):40～48.
4Laker D.Fundamentals of performance attribution:the brinson model[Z].http://www.barra.com/products/pdfs/Passport/PerfBrinson.pdf,2002.
5Laker D.Fundamentals of performance attribution:stock selection and interaction[Z].http://www.barra.com/products/pdfs/Passport/PerfSelection.pdf,2002.
6Laker D.What is this thing called interaction?[J].Journal of Performance Measurement,Fall 2000:43～57.
7其合理性证明见Laker《Fundamentals of Performance Attribution:Stock Selection and Interaction》.
