by spaulding | Mar 11, 2020 | hedge funds, Performance Perspectives Newsletter, risk measurement
VOLUME 1 – ISSUE 6 February 2004 Download PDF...
by David Spaulding | Feb 1, 2017 | performance measurement, GIPS, Global Investment Performance Standards, Investment Performance Guy, performance attribution, rate of return, rates of return, Returns, risk, risk measurement
Hidden Figures: the movie My wife and I recently saw the movie “Hidden Figures,” which is about the contributions that three black women made to the U.S. space program, starting in the early 1960s. It takes place in Virginia, which at that time was still a...
by spaulding | Feb 21, 2016 | GIPS, guidance statement, performance measurement, Performance Perspectives Newsletter, risk, risk measurement
VOLUME 13 – ISSUE 4 January/February 2016 Download PDF...
by admin | Oct 19, 2013 | CIPM, CIPM Exam Tips & Tricks, CIPM expert, kurtosis, MPT, Omega ratio, performance measurement, post MPT, risk measurement, Sharpe ratio, skewness, Standard Deviation, value at risk
Last night, my hometown team, the Los Angeles Dodgers, was defeated by the St. Louis Cardinals in the National League Championship series. The Cardinals will go on to the World Series for a chance at what could be their 20th world championship… while the...
by admin | May 8, 2013 | attribution analysis, benchmarks, ex-post risk, GIPS, GIPS standards, GIPS verification, performance conferences, performance measurement, PMAR, risk, risk measurement, TSG
Check out the signboard for TSG’s PMAR Conference, to be held next week in Philadelphia! As you can see, our theme is superheroes! There is still space, if you want to attend, contact Patrick Fowler or Chris Spaulding!
by admin | May 7, 2013 | CIPM, CIPM exam prep, CIPM Exam Tips & Tricks, CIPM expert, CIPM Principles, ex-post risk, risk, risk attribution, risk measurement
A former student (and CIPM certificant) from TSG’s CIPM Prep Courses asked me what risk and risk-adjusted performance measures are now covered in the CIPM curriculum. I thought it was a good question, given the list has grown considerably over the last few...
