by TSG | Dec 15, 2018 | #GIPS2020, 2020 GIPS Standards, benchmarks, blended benchmarks, GIPS, GIPS 2020, Performance Perspectives Newsletter
VOLUME 16 – ISSUE 1 December 2018 Download PDF...
by David Spaulding | Jul 23, 2018 | rebalancing quarterly benchmarks, benchmarks, blended benchmarks, Global Investment Performance Standards, Investment Performance Guy, performance measurement
The following question was recently sent to me: suppose a firm uses a blended benchmark that rebalances quarterly… how should they calculate external dispersion? I guess I hadn’t given much thought to the possible challenges with rebalancing quarterly...
