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...
by admin | Nov 26, 2013 | Investment Performance Guy, News
I was in Australia (both Sydney and Melbourne) last week, (1) speaking at a conference, (2) conducting a conference workshop, and (3) teaching our two-day attribution class. It was a very hectic time, and I failed to do any posting, which is a bit unusual for...
by admin | Nov 15, 2013 | Investment Performance Guy, News
It may seem like a stretch, but the very esoteric and complex mathematical area topology and performance attribution have something in common: mapping. Topologists map points from one surface to another, while PMPs (Performance Measurement Professionals) map weights...
