Performance Perspectives Blog

Combining risk and returns

by | Nov 22, 2016


The idea of combining risk and returns isn’t new, but it’s definitely picking up some speed.

Of late, I’ve spoken at a couple events on this subject, it’s been a frequent topic of TSG’s Performance Measurement Forum and Performance Measurement, Attribution & Risk conferences, and I moderated a panel on it at the Rimes user conference earlier this year.

And next month it will be a webinar topic!

I was very pleased to have been asked by BISAM to participate in this event.

When we speak of combining or unifying risk and returns, we can do so in at least three different ways:

  • technologically (using the same system for both)
  • formulatically (e.g., with risk-adjusted returns or risk-adjusted attribution)
  • organizationally.

I expect that we’ll touch on each area during this discussion.

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