by admin | Jun 26, 2013 | Investment Performance Guy, News
I wrote an article for Pension & Investments regarding the expansion of the GIPS(R) standards (Global Investment Performance Standards) to plan sponsors. It was recently published and appears in the June 10 edition. I am very excited that it got published; not...
by admin | Jun 26, 2013 | Investment Performance Guy, News
In this month’s soon-to-be-published TSG newsletter, I comment a bit about the decision not to have a 2015 edition of the Global Investment Performance Standards (GIPS(R)), and provide the results (meager as they may be) from a mini (talk about an accurate...
by admin | Jun 25, 2013 | Investment Performance Guy, News
Ernie Ankrim’s March-April ’92 FAJ “Risk-Adjusted Performance Attribution” article is one that I came across in my doctoral research. So far it’s the only one I’ve found that addresses this topic (I reached out to Ernie in the hopes...
by admin | Jun 21, 2013 | Investment Performance Guy, News
The EMEA chapter of the Performance Measurement Forum held its Spring meeting in Brussels this week, and as usual, it was fun and informative. Because of the frequent use of the term “best practice,” I asked the members to offer their definitions of this...
by admin | Jun 20, 2013 | Investment Performance Guy, News
I have written about this topic in the past: that is, how, in most cases, hedge funds should find compliance with the Global Investment Performance Standards (GIPS(R)) pretty simple. However, as a result of an email conversation with TSG’s first Africa-based...
by admin | Jun 18, 2013 | Investment Performance Guy, News
Last week was extremely hectic, with travel and TSG’s fourth annual PMAR (Performance Measurement, Attribution & Risk) Europe conference in London (which was a HUGE success, by the way (thanks for asking!)). The event itself provided me with...
