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...
by David Spaulding | Jul 11, 2014 | Investment Performance Guy, News
My wife, Betty, and I visited Bill Sharpe yesterday at his home in Carmel, CA, to present him his Performance & Risk Measurement Hall of Fame award. I was in the area this week for a meeting with a client (CalPERS), and so took advantage of the trip to meet with...
by David Spaulding | Jul 9, 2014 | Investment Performance Guy, News
If you’re a regular reader of this blog or our newsletters, you know I am a big fan of celebrating anniversaries. I am pleased that The Wall Street Journal feels the same way. Today marks the 125th anniversary of the paper’s start: QUITE a milestone. They...
by David Spaulding | Jul 7, 2014 | Investment Performance Guy, News
As reported by Inc. magazine, Glassdoor and market research firm Harris Interactive conducted a survey of 1,000 U.S. employees about degrees and training: “A large majority of respondents–82 percent–said that their undergraduate degree has,...
by David Spaulding | Jun 25, 2014 | Investment Performance Guy, News
A few days ago I made reference to a webinar we recently conducted. I thought it might be helpful to simply provide the formulas here, which go along with the five things mentioned. Modified Dietz Geometric Linking Annualization Standard deviation This is the...
by David Spaulding | Jun 19, 2014 | Investment Performance Guy, News
The May 26, 2014 issue of Pensions & Investments has an editorial titled “The advancement of a bad idea.” It speaks of 11 European Commission member countries who are planning to introduce a financial transaction tax next year. That is not the subject...
