A Rebalancing Act: Rebalancing Quarterly Benchmarks

The following question was recently sent to me: suppose a firm uses a blended benchmark that rebalances quarterly… how should they calculate external dispersion? I guess I hadn’t given much thought to the possible challenges with rebalancing quarterly...

A Dozen PMAR Secrets Revealed

A thought occurred to me while I was driving to Bethesda, Maryland today (I will be doing a GIPS® verification here tomorrow). Chances are, most performance measurement professionals, even those who’ve attended one or more PMAR (Performance Measurement...

Free Subscription!

The Journal of Performance Measurement

The Performance Measurement Resource.

Click to Subscribe