by admin | Jul 24, 2009 | GIPS, risk, Standard Deviation
Standard deviation is a commonly used statistic, well known by many long before they enter the world of performance measurement, which serves multiple purposes and thus engenders confusion.The GIPS 2010 draft proposed a requirement that a 36-month annualized standard...
by admin | Jul 20, 2009 | GIPS
I can’t allow the almost history making weekend in Turnberry, Scotland go by without trying to tie it to investment performance. Well, how’s this?Tom Watson once accused fellow golfer Gary Player of cheating. This was during the first...
by admin | Jul 16, 2009 | GIPS, risk, Standard Deviation
Continuing our discussion on some of the key findings from the feedback to the proposed changes to GIPS(r) …Recall that the Executive Committee proposed a new recommendation, 0.B.2, that compliant firms provide their existing clients with a copy of their...
by admin | Jul 14, 2009 | GIPS
I spent a few hours reviewing the 100+ comment letters that were submitted in response to the proposed changes to the GIPS standards, and want to give you an indication of what folks wrote, at least on a few key issues. I don’t envy the CFA Institute staff who...
by admin | Jul 8, 2009 | GIPS
I’m responsible this week for posting questions on Blackboard for a class I’m taking: Blackboard is interactive software that supports the creation of threads for online discussions. The topic is mean variance portfolio theory, the capital asset pricing...
by admin | Jul 6, 2009 | GIPS, risk, Standard Deviation
At last count there are almost 120 comment letters on the GIPS website regarding the proposed changes to the standards (visit https://www.gipsstandards.org/news/releases/2009/view_comments.html). Some are as short as a paragraph or two, while others exceed 20 pages....
