by David Spaulding | Aug 11, 2014 | arithmetic attribution, attribution, attribution linking, benchmarks, geometric attribution, Investment Performance Guy, News, performance attribution, residuals
Not for multi-periods, but for single periods, geometric attribution has residuals! In a recent post about multi-period attribution, I mentioned that while it’s true that arithmetic attribution is “linking challenged,” resulting in residuals that...
by John D. Simpson, CIPM | Aug 6, 2014 | CIPM Exam Tips & Tricks
It’s that time of year again… the Autumn window for the CIPM Program is well underway, and examinations will be coming up soon in October! Just a reminder – I will be teaching our CIPM Principles Level and Expert Level Preparatory classes in Chicago...
by David Spaulding | Aug 6, 2014 | Investment Performance Guy, News
There seems to be a lot of interest in discussing multi-period performance attribution. In one of the LinkedIn groups, we’ve had quite a dialogue going on for the past few weeks, spurred by questions raised by our colleague, Kathleen Seagle. I thought I’d...