by admin | Apr 17, 2012 | attribution, performance attribution
On my “to do list” is the task to write an article an article for The Journal of Performance Measurement(R), detailing some of my findings from research I’m doing regarding the impact of trading on the accuracy of the holdings-based...
by admin | Apr 13, 2012 | Investment Performance Guy, News
On Monday, April 23rd at 11:00 am (EST), Jed Schneider, CIPM, FRM will discuss highlights from TSG’s recent performance attribution survey. Jed will present findings, and compare the results with previous years’ surveys. You will have the opportunity to...
by admin | Apr 12, 2012 | GIPS, Global Investment Performance Standards
In Thinking Fast & Slow, Daniel Kahneman discusses the notion of evaluating items separately (single) versus in comparison with others (joint). You are no doubt familiar with the importance of having returns and risk measures of a portfolio, for example, shown...
by admin | Apr 11, 2012 | Investment Performance Guy, News
Almost 30 years ago, when my wife and I celebrated our 10th wedding anniversary, we marked the occasion with special gifts for one another (she gave me a gold watch, which I still use (I’d better!)). For our 25th, we went to Disney World (her choice) and our...
by admin | Apr 10, 2012 | Investment Performance Guy, News
Yesterday’s Wall Street Journal had an interview with Nobel Prize winner and author Daniel Kahneman, regarding his new book, Thinking Fast and Slow (“So Much for Snap Decisions,” by Diane Cole). I am still making my way through the book, and continue...
