by admin | Sep 16, 2011 | Investment Performance Guy, News
By now you probably heard about a rogue trader who’s cost his employer, UBS, some $2 billion. The bank’s risk management is being questioned, and I won’t say anymore about it at this time.It so happens that another, perhaps more interesting,...
by admin | Sep 14, 2011 | GIPS, Global Investment Performance Standards, verification
I stumbled upon an asset manager’s website this week, which served as a good example of some of the problems that exist within the world of firms claiming compliance with GIPS(R) (Global Investment Performance Standards).This firm apparently has undergone a...
by admin | Sep 12, 2011 | Investment Performance Guy, News
TSG (TSG) has announced that this will be the final week to participate in its 4th survey on performance attribution. Joining in is quite simple, as the survey is online and easy to access; simply go to the firm’s website and you’ll be directed to the...
by admin | Sep 11, 2011 | Investment Performance Guy, News
I don’t read the comics, but my wife does. And she showed me this one. It fits my mood today quite well.
by admin | Sep 8, 2011 | aggregate method, GIPS, Global Investment Performance Standards
You may recall that I have opined in the past about the problems I’ve discovered with the aggregate method, both several times in this blog, as well as in our newsletter; I also wrote an article on this topic.Some individuals who have read my materials argue...
