by admin | Jun 9, 2011 | attribution, currency
In yesterday’s Wall Street Journal, the editorial writer Holman W. Jenkins, Jr. wrote a piece about Goldman Sachs, explaining how they, and their chairman, Lloyd Blankfein, are being vindicated, as the SEC’s attempt to shift attention from their (the...
by TSG | May 14, 2011 | attribution, Performance Perspectives Newsletter
VOLUME 8 – ISSUE 9 May 2011 Download PDF...
by TSG | Mar 14, 2011 | attribution, Attribution & Risk, performance measurement, Performance Perspectives Newsletter, Returns, risk
VOLUME 8 – ISSUE 7 March 2011 Download PDF...
by admin | Feb 14, 2011 | arithmetic attribution, attribution, geometric attribution
Here’s a new way to communicate ideas, issues, and controversial topics. Hope you like it!
by admin | Jan 6, 2011 | attribution, performance attribution, private equity
I’ll be teaching a class for a client later this month who asked for some specific topics to be included, one of which is private equity attribution. The challenges with private equity are: They typically don’t have indexes, so we can’t use relative...
by admin | Jan 5, 2011 | attribution, performance attribution
A colleague sent me an interesting question, which I will summarize here: An account has a single cash flow during the month, so there are two sub periods for performance to generate a TWRR. Although we can link the returns to get the full month return, it isn’t...
