by admin | Mar 4, 2011 | error correction, GIPS, Global Investment Performance Standards
If you’re old enough you may remember the 1970 movie Love Story, that starred Ryan O’Neal and Ali MacGraw. While today’s movie-going audiences would probably not find the movie very appealing, it did meet with a great deal of success four decades...
by admin | Mar 4, 2011 | GIPS, Global Investment Performance Standards, money-weighting, time-weighting
I recently wrote a letter to Pensions & Investments, which was published in their February 21 issue. Titled “Flaw in time-weighting return,” it was a response to an earlier P&I article that discussed how plan sponsors need to ensure they’re...
by admin | Mar 3, 2011 | money-weighting, time-weighting
I am confident that anyone who has been involved with the development of software will agree that the first 90% of a project is much easier to accomplish than the last 10%; the balance sometimes takes “forever!” Even husbands who take on home projects...
by admin | Mar 3, 2011 | Investment Performance Guy, News
We are so excited: my fourth book, The Handbook of Investment Performance, 2nd edition, arrives this week! And, we’ve already had around 100 orders.It’s great to be able to have a “do over,” and that is what this is. I was able to incorporate a...
by admin | Mar 2, 2011 | GIPS, Global Investment Performance Standards
Many firms that claim compliance with the Global Investment Performance Standards (GIPS(R)) no doubt believe that the use of a “minimum” for their composites is an option, and in lots of cases this is probably true. For example, firms that strictly and...
