by TSG | Mar 21, 2015 | money-weighting, Performance Perspectives Newsletter, time-weighting
VOLUME 12 – ISSUE 6 February/March 2015 Download PDF...
by TSG | Aug 17, 2014 | attribution, money-weighting, Performance Perspectives Newsletter
VOLUME 11 – ISSUE 12 August 2014 Download PDF...
by TSG | Aug 15, 2012 | money-weighting, Performance Perspectives Newsletter, smoothing
VOLUME 9 – ISSUE 12 August 2012 Download PDF...
by admin | Mar 5, 2012 | attribution, money-weighting, performance attribution
Last week I had a post about holdings-based attribution, where I laid the groundwork for future commentary on analysis I’ve been doing on this subject, where I look at the results using both holdings and transaction-based methods. Well, it resulted in comments...
by admin | Jan 13, 2012 | GIPS, Global Investment Performance Standards, Modified Dietz, money-weighting, time-weighting
Last year John Stossel wrote a piece titled “Almost Everything We’re Taught Is Wrong.” When it comes to performance measurement, there’s some truth to this, too. Sorrowfully, many refuse to be open to the possibility that the way they’ve...
by admin | Jan 4, 2012 | money-weighting, time-weighting
When teaching our Fundamentals of Investment Performance course, when writing my books, and often when simply having conversations with clients, I am often faced with the task of explaining, in as clear a manner as possible, the differences between time and money...