by admin | Jan 2, 2011 | Investment Performance Guy, News
My last post of 2010 dealt with some epiphanies I had relative to performance measurement, and how they altered my thinking regarding money-weighting, the aggregate method for composite returns, and asset-weighting composite returns. Well, today is the Feast of the...
by admin | Dec 31, 2010 | GIPS, Global Investment Performance Standards
Funny what we can do with Google: type in just about anything and you’ll be whisked away to one or more potential sites to provide you with information related to your inquiry. I entered the title for this post and was sent to a Yahoo site that addresses this...
by admin | Dec 28, 2010 | Investment Performance Guy, News
A client recently suggested that whenever a firm shows money-weighted returns (with the possible exception of private equity and direct real estate) the returns should always be net-of-fee, since they’re representing how the client is doing. I think this makes...
by admin | Dec 23, 2010 | Investment Performance Guy, News
Our office, like many, will be closing early today, and we won’t be open tomorrow. And so, I want to take this opportunity to express my wishes that you and your family have a Merry Christmas. Our country remains at war and we have many brave service members who...
by admin | Dec 22, 2010 | call options, CIPM, CIPM expert, delta, hedge ratio
When I teach TSG’s prep courses for the CIPM exams, I always advise candidates to carefully consider the Learning Outcome Statements in each study session, as these statements describe the subject matter that candidates are required to master. In particular, I...
