by admin | Oct 5, 2010 | Investment Performance Guy, News
We have launched a survey that addresses the increasingly important topic of risk measurement. And while we’ve surveyed the industry on the presentation standards, attribution, performance measurement technology, and the performance measurement professional,...
by admin | Oct 4, 2010 | Investment Performance Guy, News
I often get into discussions with clients and students about how benchmarks should be treated. For example, a few years ago I spoke with a hedge fund manager and suggested that he didn’t manage against any benchmarks; he quickly corrected me saying he did. But...
by admin | Sep 28, 2010 | Investment Performance Guy, News
Classics in Investment Performance Measurement (The Spaulding Series), the book that Jim Tzitzouris and I edited, has been reviewed by Jerry Tempelman, CFA. Jerry’s review appears in the current issue of the Financial Analysts Journal.We are obviously quite...
by admin | Sep 21, 2010 | Investment Performance Guy, News
A problem surfaced over the past couple years that has long been lingering within the world of performance measurement and risk: the potential for “negative Sharpe ratios.” While I had heard of a problem, I hadn’t seen it first hand until about two...
by admin | Sep 20, 2010 | Investment Performance Guy, News
I’ve been having a discussion with a colleague on the topic of index data. I suspect that many asset managers don’t give these statistics much thought, simply taking in whatever values they’re given by their data providers. But should they? Many...
by admin | Sep 14, 2010 | Investment Performance Guy, News
Earlier this year I attended a football (soccer, for you Americans) game at Wembley Stadium in London. During half time my host informed me that we weren’t permitted to take our beers into the “pitch” (to our seats, in essence) because of prior...
