by admin | Jan 18, 2012 | risk, risk management
In yesterday’s WSJ we saw yet another article regarding MF Global Holdings and its former CEO, Jon Corzine (“MF Probe Targets Back-Office Unit”) . This time we learn that just about everyone in the company has been interviewed by federal prosecutors,...
by admin | Jan 17, 2012 | GIPS, Global Investment Performance Standards, M-squared, Modigliani, risk
I have been invited to join the CFA Institute’s Jonathan Boersma and Neuberger Berman’s Leah Modigliani to speak on the subject of risk, at an evening event at the NYSSA (New York Society of Security Analysts). The program takes place at 6...
by admin | Jan 12, 2012 | risk, Sharpe ratio
I’m teaching an in-house Fundamentals of Performance class this week in Canada, and, as usual, we touch upon the Sharpe ratio, and how negative Sharpe ratios can produce results which appear inconsistent with our expectations.To help try to communicate...
by admin | Jan 5, 2012 | GIPS, Global Investment Performance Standards, risk
I often save clippings from newspapers and magazines, to refer back to at a future date. I just discovered one from the August 12, 2011 issue of the WSJ: it’s from their “op ed” section, titled “S&P 500 and the ‘Regulator’s...
by admin | Oct 31, 2011 | risk
This past Saturday, my wife and I were driving to a wedding in Hope, NJ, which is about 75 minutes from our home. As you may have heard, New Jersey, as much of the Northeast, received a rare and rather nasty snowstorm. We didn’t know what we were in for.After...
by TSG | Oct 15, 2011 | compliance, GIPS compliance, performance measurement, Performance Perspectives Newsletter, risk
VOLUME 9 – ISSUE 2 October 2011 Download PDF...
