by David Spaulding | Jul 11, 2016 | geometric attribution, arithmetic attribution, attribution, Investment Performance Guy
My friend, occasional sparring partner, Statpro chairman, and recently inducted member to the Performance & Risk Measurement Hall of Fame, Carl Bacon, CIPM and I recently engaged in a brief exchange via blog messages regarding the presence of residuals in...
by TSG | Oct 17, 2014 | arithmetic attribution, attribution, geometric attribution, Performance Perspectives Newsletter
VOLUME 12 – ISSUE 2 October 2014 Download PDF...
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 admin | Feb 18, 2011 | arithmetic attribution, geometric attribution
The response to Monday’s animation has been terrific, and I’ve decided to make Mondays “animation day.” That being said, because of some comments we received specifically about this topic, I decided to continue this one, with an elaboration on...
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!
