by admin | Jun 1, 2010 | Investment Performance Guy, News
My West Coast amigo, Juan Simpson, has posted something regarding the Rolling Stones. Now, the trick is to figure out what the Rolling Stones have to do w/performance measurement … well, check it...
by admin | Jun 1, 2010 | GIPS, Global Investment Performance Standards
Recall that we extended an invitation for firms to participate in a GIPS(R) (Global Investment Performance Standards) Policies & Procedures swap. Well, we’ve gotten some very positive responses to this idea, and decided to extend the deadline by two weeks...
by admin | Jun 1, 2010 | attribution, performance attribution
Most folks in our industry are aware that if you employ a holdings-based model for attribution, you’re subject to residuals creeping in. Residuals are the unexplained differences between the excess return (portfolio return minus benchmark return) and the sum of...
