by TSG | Oct 16, 2013 | attribution, Performance Perspectives Newsletter
VOLUME 11 – ISSUE 2 October 2013 Download PDF...
by TSG | Feb 16, 2013 | attribution, Performance Perspectives Newsletter
VOLUME 10 – ISSUE 6 February 2013 Download PDF...
by TSG | Jun 15, 2012 | attribution, Performance Perspectives Newsletter, uaps
VOLUME 9 – ISSUE 9 June 2012 Download PDF...
by admin | May 29, 2012 | attribution
At last week’s North America Performance Measurement, Attribution & Risk (PMAR) conference, I provided an update on research I’m doing on holdings vs. transaction based attribution. Many investment professionals are aware that the holdings based...
by admin | Apr 17, 2012 | attribution, performance attribution
On my “to do list” is the task to write an article an article for The Journal of Performance Measurement(R), detailing some of my findings from research I’m doing regarding the impact of trading on the accuracy of the holdings-based...
by admin | Mar 5, 2012 | attribution, money-weighting, performance attribution
Last week I had a post about holdings-based attribution, where I laid the groundwork for future commentary on analysis I’ve been doing on this subject, where I look at the results using both holdings and transaction-based methods. Well, it resulted in comments...
