by admin | Jun 18, 2009 | attribution, money-weighting, Reporting, time-weighting
One area that often comes up in discussions is client reporting. There are no standards on this topic, although some guidance has been offered.Reporting is made complex for a few reasons. First, at times the client dictates what they want, in which case the...
by admin | Jun 11, 2009 | money-weighting, Returns, risk, Standard Deviation, time-weighting
Continuing our discussion of Michael Lewis’ Moneyball, I think there’s a HUGE parallel between baseball statistics and what we do in investment performance measurement. Both deal with measuring performance: the performance of baseball players / the...
by TSG | Aug 15, 2007 | money-weighting, Performance Perspectives Newsletter, SEC
VOLUME 4 – ISSUE 12 August 2007 Download PDF...
