by David Spaulding | Sep 3, 2014 | benchmarks, Investment Performance Guy
I think this might be a record for blog post titles, but I came up with the second part, first, which is at the heart of the matter, and then the first came to me later, which adds some color to it. Dealing With Off Benchmark Bets What IS an “off...
by David Spaulding | Aug 11, 2014 | arithmetic attribution, attribution, attribution linking, benchmarks, geometric attribution, Investment Performance Guy, News, performance attribution, residuals
Not for multi-periods, but for single periods, geometric attribution has residuals! In a recent post about multi-period attribution, I mentioned that while it’s true that arithmetic attribution is “linking challenged,” resulting in residuals that...
by TSG | Mar 17, 2014 | benchmarks, Performance Perspectives Newsletter
VOLUME 11 – ISSUE 7 March 2014 Download PDF...
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 | Jul 12, 2012 | benchmarks, GIPS, Global Investment Performance Standards
We have gotten a series of questions lately regarding the inclusion of benchmarks in a GIPS(R) (Global Investment Performance Standards) presentation. I’ll summarize some of it here.Secondary benchmarks: can a firm show additional benchmarks along with...
by admin | May 11, 2012 | benchmarks, market index
Note that the title of this post includes “market index,” not “benchmark.” The reason? Benchmark can mean more than market indexes; for example, it includes absolute benchmarks, such as LIBOR or LIBOR + 1. These ARE appropriate for...
