by David Spaulding | Jun 4, 2015 | Investment Performance Guy, PMAR
If you didn’t attend PMAR North America, you missed out on a great event. However, you still have a few more days to sign up for PMAR Europe. PMAR, the Performance Measurement, Attribution & Risk conferences, are the leading investment performance and risk...
by David Spaulding | May 21, 2015 | GIPS, GIPS Annual Registration, GIPS standards, Global Investment Performance Standards, Investment Performance Guy, performance measurement
Firms that claim compliance with the Global Investment Performance Standards (GIPS®) are now required to register with the CFA Institute on an annual basis. We’ve touched on this new requirement in both this blog and our newsletter, and had a webinar...
by David Spaulding | May 19, 2015 | arithmetic linking, geometric linking, Investment Performance Guy, performance measurement
I’ve opined on the subject of linking across gaps in the past. Recently, I’ve had discussions with a client who wants to be able to link the returns of securities, which were held at various times during a period. I think this is okay, as it would...
by David Spaulding | May 7, 2015 | GIPS, GIPS compliance, Global Investment Performance Standards, Investment Performance Guy
Once a firm has achieved compliance with the Global Investment Performance Standards (GIPS®), they are faced with the challenge of maintaining GIPS compliance. What do we mean by that? Well, such things as: Keeping up with the Standards (being aware of changes,...
by David Spaulding | Apr 29, 2015 | Investment Performance Guy, Journal of Performance Measurement
This is a guest blog post, offered by the editor of The Journal of Performance Measurement®, Douglas Spaulding. The Journal of Performance Measurement is Accepting Article Submissions The Journal of Performance Measurement is currently accepting article submissions on...
