by admin | Dec 11, 2010 | Investment Performance Guy, News
Performance attribution seeks to identify how a manager’s decisions contribute to their returns; and while there is sometimes controversy about using at a model that analyzes things separate from these decisions, there can often be benefits as a result of seeing...
by admin | Dec 10, 2010 | Investment Performance Guy, News
Over the past 14 years I’ve conducted numerous interviews for The Journal of Performance Measurement(R); these have always been great moments and have allowed me to meet some very interesting folks. I was honored when IPA asked to interview me. Please check it...
by admin | Dec 9, 2010 | Investment Performance Guy, News
I was called for jury duty and served today. My wife told me that I wasn’t permitted to bring my PC with me, so I left it home. I learned after arriving that she was wrong (this time; she’s usually right); they even had free wireless!; and so was pc-less...
by admin | Dec 7, 2010 | Investment Performance Guy, News
My wife got me a huge wall map for my birthday to annotate where I’ve traveled. It’s pretty cool and will adorn one of my walls in my office. It comes with magnetic pins just for this purpose. And so, what’s the point?Well, just to mention that one...
by admin | Dec 3, 2010 | Investment Performance Guy, News
We held the Fall meeting of the Performance Measurement Forum this week in Dallas, Texas; as usual, there was great discussion and much to learn. The highlight may have been a tour of the new Dallas Cowboys stadium. One of the things I learned was a technique in...
by admin | Nov 29, 2010 | Investment Performance Guy, News
Jason Zweig’s piece in this weekend’s Wall Street Journal serves many purposes, one being a clue as to why it’s so difficult to beat indexes. It occurred to me some time ago that the index designers must be exceptionally talented at constructing...
