by admin | Jan 4, 2014 | Investment Performance Guy, News
Every once in awhile I want to read some poetry. Yesterday I turned to a book of John Keats’ work. In reading part of the introduction, I was motivated to read some of the letters that are included: it’s amazing how letter writing has become a “thing of the...
by admin | Jan 2, 2014 | Investment Performance Guy, News
I thought it fitting to offer some suggested resolutions for the coming year.1. I resolve to become more educated about my profession by reading more about performance and risk measurement. There are countless resources available. The Journal of Performance...
by admin | Jan 2, 2014 | Investment Performance Guy, News
In our classes I often comment how much of what we do in investment performance and risk is borrowed from other disciplines. For example, “attribution” is employed by many, to identify the source(s), cause(s) and/or contributor(s) of something.In...
by admin | Jan 1, 2014 | Investment Performance Guy, News
Hoping that 2014 is a grand year for you. My it prove to be a prosperous, healthy, rewarding, stimulating, challenging, enlightening, stupendous, exciting, fulfilling, and pretty much fabulous one! The U.S. stock market had a great 2013; may this year be even...
by admin | Dec 31, 2013 | Investment Performance Guy, News
The late Damien Laker once opined that there was no difference between the two “Brinson models,” Brinson-Fachler and Brinson-Hood-Beebower. I went out of my way to enlighten him on this subject, pointing out that the allocation effect for the latter uses...
