by admin | May 8, 2013 | attribution analysis, benchmarks, ex-post risk, GIPS, GIPS standards, GIPS verification, performance conferences, performance measurement, PMAR, risk, risk measurement, TSG
Check out the signboard for TSG’s PMAR Conference, to be held next week in Philadelphia! As you can see, our theme is superheroes! There is still space, if you want to attend, contact Patrick Fowler or Chris Spaulding!
by admin | Aug 23, 2012 | attribution analysis, CIPM, CIPM Exam Tips & Tricks, CIPM expert, futures contracts, performance measurement
At the Expert Level of the CIPM curriculum, candidates are required to deal with return calculations of portfolios with futures contracts, as well as attribution analysis. A good number of candidates, however, have little to no background on futures contracts,...
by admin | Mar 20, 2012 | attribution analysis, CIPM, CIPM Exam Tips & Tricks, CIPM formulae, CIPM formulas, CIPM Principles, performance calculations, performance measurement, rate of return calculations, risk calculations, risk measurement
I am teaching TSG’s prep class for the CIPM Principles and Expert level exams this week in Chicago, and it became apparent to me that most of the students in the class were not aware that CFA Institute has a “List of Formulas” document as part of the...
by admin | Sep 14, 2010 | arithmetic attribution, attribution analysis, attribution linking, CIPM expert, GRAP linking, smoothing
At the Expert Level, CIPM candidates are required to learn a few of the more commonly used linking methodologies for smoothing the attribution effects that come from arithmetic models. The required methodologies include: CariñoMencheroGRAPOf these methods, the GRAP...
