by admin | Apr 4, 2012 | GIPS, Global Investment Performance Standards
One of the problems with our industry is that we often use the same word to mean multiple things (e.g., “alpha” can mean excess return (portfolio return minus benchmark return) and Jensen’s alpha, which takes beta into consideration), and...
by admin | Apr 3, 2012 | Investment Performance Guy, News
In the March 27, 2012 issue of the WSJ, Dan Fitzpatrick and Victoria McGrane discussed how large banks who released “stress test” results are being questioned by the Federal Reserve on the approaches they took to derive their results (“Banks Stress...
by admin | Apr 2, 2012 | software search
I recently reviewed a client’s plans and documentation for their software search, and came away with three observations which might prove helpful for you, too, should you be planning a search any time soon.Be realistic about your timing. In a recent blog...
by admin | Mar 30, 2012 | Investment Performance Guy, News
This week, my friend and colleague, John D. Simpson, CIPM spoke at First Rate’s annual user conference. As I understand it, this event had a record attendance. And while I’d like to think that it’s because John was there, I know there was much more...
by admin | Mar 29, 2012 | ethics, GIPS, Global Investment Performance Standards
At the recent GIPS(R) (Global Investment Performance Standards) Executive Committee meeting in Brussels, Belgium, the EC discussed the possibility of creating a “Code of Conduct” for GIPS service providers. I think this is an excellent idea, though at this...
