by admin | Apr 9, 2013 | Investment Performance Guy, News
Yesterday I successfully defended my dissertation proposal (hurrah!). The topic is holdings and transaction-based attribution, and, as often happens for the student, I found myself providing insights into a topic my committee members generally know little about. In...
by admin | Apr 9, 2013 | bond mathematics, Campisi model, CIPM, CIPM Exam Tips & Tricks, CIPM expert, duration, fixed income attribution, performance attribution
A common question I get is what is the purpose of the “index portfolio” used in the Campisi fixed income attribution model.Before answering, let me first give an outline of the steps in calculating attribution in the Campisi framework.Step 1: ...
by admin | Apr 8, 2013 | CIPM, CIPM Exam Tips & Tricks, CIPM expert, CIPM Principles, internal rate of return, IRR, performance measurement, rate of return calculations
A CIPM Principles candidate sent an email asking how to calculate the internal rate of return in the exercise shown in Exercise 36 in the CIPM Principles Curriculum (on page 234). In this example, the following information is given:Account market value on 1/1/10...
by admin | Apr 8, 2013 | CIPM, CIPM Exam Tips & Tricks, CIPM expert, CIPM Principles, internal rate of return, IRR, IRR calculation, performance measurement
A CIPM Principles candidate sent an email asking how to calculate the internal rate of return in the exercise shown in Example 26 in the CIPM Principles Curriculum (on page 198). In this example, the following information is given:Account market value on 3/31 is...
by admin | Apr 4, 2013 | Investment Performance Guy, News
TSG’s annual Performance Measurement, Attribution & Risk (PMAR) conferences have become the performance conference to attend. Performance Measurement Professionals rave about its uniqueness, innovations, quality speakers and content, and awesomeness!...
