by admin | May 4, 2012 | Investment Performance Guy, News
Okay, so your client has a restriction against you buying tobacco stocks, but you accidentally did. You now have to sell this stock, but because the price has dropped, your client is out some money. And so, you decide to “make it right,” and...
by admin | May 2, 2012 | Investment Performance Guy, News
You may recall that in late March TSG announced that it had discovered a printing error in my most recent book (Handbook of Investment Performance Measurement, 2nd edition), and decided to offer copies at a huge discount ($20 versus the normal $75). The...
by admin | Apr 28, 2012 | Investment Performance Guy, News
Just a reminder: If you wish to submit a comment, do not do so anonymously. Identify yourself. And to clarify, anonymously means “Anonymous” in any form, as well as fictitious names. If you have a view or opinion, feel free to share it, but true identity...
by admin | Apr 27, 2012 | Investment Performance Guy, News
For many, it only seems logical that when you deduct fees monthly or quarterly, that your annual net-of-fee and gross-of-fee return difference should equal the annual fee. How can it not?It’s quite simple to derive the monthly amount to deduct: just take your...
by admin | Apr 26, 2012 | Investment Performance Guy, News
Jed Schneider, CIPM, FRM is a guest blogger, offering some of his impressions from TSG’s recent performance attribution survey.—————————–Every year, TSG puts out a survey to the investment industry...
by admin | Apr 23, 2012 | Investment Performance Guy, News
I am adjusting the title of a post that William McKibbin had last week, titled “Are Mathematicians Creative.” Given that my undergrad degree (from Temple University) is in math, and that math is clearly a huge part of performance and risk measurement,...
