by David Spaulding | Aug 6, 2014 | Investment Performance Guy, News
There seems to be a lot of interest in discussing multi-period performance attribution. In one of the LinkedIn groups, we’ve had quite a dialogue going on for the past few weeks, spurred by questions raised by our colleague, Kathleen Seagle. I thought I’d...
by David Spaulding | Jul 28, 2014 | Investment Performance Guy, News
Give credit where credit is due: the late Dr. Stephen Covey did a masterful job with his book, The 7 Habits of Highly Effective People. It became a well-deserved international best seller. Surely we can adopt the concept and apply it to our industry; specifically,...
by David Spaulding | Jul 24, 2014 | Investment Performance Guy, News
I’m in Hong Kong this week, teaching both our Fundamentals of Performance and Performance Attribution classes. While teaching the risk section of Fundamentals, I was explaining the characteristics of Value at Risk (VaR), and how, when one defines the confidence...
by David Spaulding | Jul 22, 2014 | Investment Performance Guy, News
It is with the deepest of regrets that I inform you of the passing of our very dear friend and colleague, Sandra Hahn Colbert. We just learned that Sandra died yesterday, July 21. Some details regarding the funeral arrangements are below. We have known Sandra for...
by David Spaulding | Jul 20, 2014 | Investment Performance Guy, News
In this weekend’s WSJ there’s an article titled “Risk Is Never a Strict Numbers Game.” Well, you know I had to take a look. It comes from “The Norm Chronicles: Stories of Numbers About Danger and Death,” by Bastland and...
by David Spaulding | Jul 16, 2014 | Investment Performance Guy, News
Jason Zweig wrote an article this past weekend in The Wall Street Journal, which also appears on his blog. It’s getting a lot of attention. The CFA Institute’s Facebook page links to it, First Rate has a page that recaps it, and several of us have...
