by admin | Jan 2, 2014 | Investment Performance Guy, News
In our classes I often comment how much of what we do in investment performance and risk is borrowed from other disciplines. For example, “attribution” is employed by many, to identify the source(s), cause(s) and/or contributor(s) of something.In...
by admin | Jan 1, 2014 | Investment Performance Guy, News
Hoping that 2014 is a grand year for you. My it prove to be a prosperous, healthy, rewarding, stimulating, challenging, enlightening, stupendous, exciting, fulfilling, and pretty much fabulous one! The U.S. stock market had a great 2013; may this year be even...
by admin | Dec 31, 2013 | Investment Performance Guy, News
The late Damien Laker once opined that there was no difference between the two “Brinson models,” Brinson-Fachler and Brinson-Hood-Beebower. I went out of my way to enlighten him on this subject, pointing out that the allocation effect for the latter uses...
by admin | Dec 27, 2013 | Investment Performance Guy, News
In yesterday’s Wall Street Journal there was an article regarding the impact of the so-called “Volker Rules” on small banks (“Banks Play Small Ball Vs. Volker,” by Andrew B. Johnson and Andrew Ackerman). In it we find the following:...
by admin | Dec 24, 2013 | Investment Performance Guy, News
I am taking this week and next week off, so won’t be posting very much. My office closed early today, and will close early on New Year’s Eve. And, of course we’ll be closed tomorrow and New Year’s Day.2013 has been a grand year for our company...
by admin | Dec 19, 2013 | Investment Performance Guy, News
John Simpson, CIPM and I are each (individually) teaching our Fundamentals of Performance Measurement course this week to two different clients: CalPERS in California and Florida State Board of Admin in, well, Florida, where else? One topic we take up is...
