by admin | Nov 3, 2009 | attribution, GIPS, Returns, risk
Through this blog I recently received a question that wasn’t related to a specific post. I opted not to respond because (a) I didn’t know who it was from (it was sent anonymously) and (b) it didn’t fit what it was tied to. I will be happy to respond...
by admin | Sep 8, 2009 | attribution, fixed income attribution
From an equity perspective most practitioners are familiar with the allocation, selection, and interaction effects, while from a fixed income perspective they’re familiar with the treasury (aka duration or yield curve management), spread, income, parallel,...
by admin | Aug 31, 2009 | attribution
A client who is considering a switch in attribution vendors asked me what the best system is. Well, that all depends, doesn’t it? Attribution software is a bit unique because it requires the firm to give a lot of thought as to how they wish to derive...
by admin | Aug 26, 2009 | attribution
I recently listened to a new Wayne Dyer recording during which he mentioned a study that was recently done regarding surgery. When individuals have severe, chronic pain from arthritis in their knees, they often undergo surgery. One orthopedist knew that the surgery...
by admin | Aug 16, 2009 | attribution
There will no doubt be a lot of controversy surrounding the Philadelphia Eagles’ announcement that they have signed former Atlanta Falcons quarterback and convicted dog fight promoter Michael Vick to a two year contract. I happen to believe that Vick “did...
by admin | Jul 13, 2009 | attribution, fixed income attribution
This week is dedicated exclusively to fixed income attribution. Okay, maybe not everything about the week will be dedicated to fixed income attribution, but we will have a webinar every day on this topic.For some time we’ve said that “attribution is the...
