by admin | Dec 4, 2013 | Investment Performance Guy, News
Having preached the benefits of money-weighted returns for the past several years, along with a group of comrades, including Steve Campisi, CFA, I’m quite pleased to see that the idea is catching on.GASB, the U.S. Government Accounting Standards Board, now...
by admin | Dec 3, 2013 | Investment Performance Guy, News
I recently learned of a firm that has enhanced their system to provide the ability to aggregate multiple portfolios for performance reporting. They reference GIPS(R), so clearly the fact that it’s permitted within the Standards for composite returns is seen as...
by admin | Dec 2, 2013 | Investment Performance Guy, News
I just learned (via P&I, November 25, page 4) of the passing of Gilbert Beebower.You may recall that he, along with Gary Brinson and L. Randolph Hood, wrote a piece for the Financial Analysts Journal (1986: “Determinants of Portfolio Performance”) that...
by admin | Dec 2, 2013 | Investment Performance Guy, News
Just when you thought it was safe to …I’m doing a bit of research on the Sharpe and Information ratios, and am finding loads of confusion. This may end up becoming an article, but for now I’ll share with you some “facts,” at least as I...
by admin | Nov 27, 2013 | Investment Performance Guy, News
Apparently, this is the first time since 1888 that Thanksgiving and Chanukah overlapped (I wasn’t around, but my friends Steve Campisi and Herb Chain recalled the event; both are significantly older than I) , and it won’t occur again for 70,000+ years (I...
by admin | Nov 27, 2013 | Investment Performance Guy, News
So proud, I’m showing off; hope you don’t mind.Our third grandchild and first granddaughter.Born to our son, Christopher, and his lovely wife, Monica.Specifics:Born 11/25/2013At 4:18 pm8lbs. 13oz21 inchesRenza in name = Monica’s momElizabeth in name...
