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M* Rekenthaler Report: The Closet Indexer That Could
A very interesting approach- at first it looks like Nuveen is going to be taken to the doghouse, but as he progresses it becomes evident that the real subject of the article is the undependability of the r2 measure, at least in this case, using Nuveen as the example.
Comments
Pretty slick- he'd make a good teacher.