by admin | Apr 15, 2013 | Investment Performance Guy, News
Serving in the armed forces provides many benefits. For me, it meant spending 39 months in Hawaii (which my wife and I jokingly refer to as my “hardship tour”) and another year+ in Oklahoma (I was on active duty at the tail end of the Vietnam War...
by admin | Apr 12, 2013 | Investment Performance Guy, News
Earlier this week I mentioned that a colleague told me that transaction-based attribution requires a lot more data, which opens it up to the risk of errors being introduced. Two quick responses arise:1) Is it true that transaction-based attribution requires more data...
by admin | Apr 11, 2013 | Investment Performance Guy, News
Here’s a bit of a challenge for you.GIPS(R) (Global Investment Performance Standards) includes the following rule:What if you’re an SEC (U.S. Securities & Exchange Commission) registered firm that has a “40 Act” mutual fund, that has...
by admin | Apr 10, 2013 | Investment Performance Guy, News
Often, firms and individuals who don’t behave in accordance with rules, regulations, or standard practices, somehow get away with it. There’s no way to tell how often this happens, though we know it does.But, there are times when you they caught, and this...
by admin | Apr 9, 2013 | Investment Performance Guy, News
Yesterday I successfully defended my dissertation proposal (hurrah!). The topic is holdings and transaction-based attribution, and, as often happens for the student, I found myself providing insights into a topic my committee members generally know little about. In...
by admin | Apr 4, 2013 | Investment Performance Guy, News
TSG’s annual Performance Measurement, Attribution & Risk (PMAR) conferences have become the performance conference to attend. Performance Measurement Professionals rave about its uniqueness, innovations, quality speakers and content, and awesomeness!...
