by admin | Jan 8, 2014 | Investment Performance Guy, News
While the role performance attribution has continued to grow within the investment industry, it is, in the words of “Brinson, Hood & Beebower,” still evolving. And in its evolution, there remain areas that need to be re-explored, reconsidered,...
by admin | Jan 7, 2014 | Investment Performance Guy, News
I often find the WSJ enlightening. Today provided a very insightful article by Chana R. Schoenberger (“Test Your Smarts … on Currency Effects”, page R5), where I learned that at least some fund analysts believe they cannot tell the impact of currency...
by admin | Jan 6, 2014 | Investment Performance Guy, News
The Global Investment Performance Standards (GIPS(R)) are complex and often confusing. And while we have identified common mistakes which can lead to non-compliance (recall that GIPS is very “black-and-white,” with no “materiality” for...
by admin | Jan 4, 2014 | Investment Performance Guy, News
Every once in awhile I want to read some poetry. Yesterday I turned to a book of John Keats’ work. In reading part of the introduction, I was motivated to read some of the letters that are included: it’s amazing how letter writing has become a “thing of the...
by admin | Jan 2, 2014 | Investment Performance Guy, News
I thought it fitting to offer some suggested resolutions for the coming year.1. I resolve to become more educated about my profession by reading more about performance and risk measurement. There are countless resources available. The Journal of Performance...
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...
