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...
by admin | Oct 8, 2010 | attribution
I was teaching an attribution class recently, and a student asked for a simple explanation as to why arithmetic attribution effects don’t link (geometric do, which is one of its advantages over arithmetic). The person recognized that the effects don’t...
by admin | Aug 9, 2010 | attribution, Karnosky Singer
Perhaps the best known model to reflect the attribution effects due to currency is the one developed by Denis Karnosky and Brian Singer, both formally of Brinson Partners. The fact that they worked with Gary Brinson is probably part of the reason for its tie in with...
