Peter O. Dietz Award for Excellence in the Field of

Performance Measurement Literature

This annual award is voted on by the Advisory Board of The Journal of Performance Measurement. Chosen to honor Peter Dietz whose seminal work titled: Pension Funds: Measuring Investment Performance helped frame the environment in which we work today.   

Award Winning Authors:


Evaluation of Portfolio Performance: Attribution Analysis

Brian Singer, UBS Brinson (Vol. 1, Issue #2)


The Attribution of Portfolio and Indexed Returns in Fixed Income

Timothy J. Lord, Ph.D., Times Square Capital Management (Vol. 2, Issue #1)


Combining Attribution Effects Over Time

David Cariño, Frank Russell Company (Vol. 3, Issue #4)


The Challenges of After-Tax Performance Reporting

Douglas S. Rogers, Deloitte & Touche (Vol. 4, Issue #3)


The Green Zone…Assessing the Quality of Returns

Robert B. Litterman, Ph.D., Jacques Longerstaey, Jacob D. Rosengarten, and Kurt Winkelmann, Ph.D., Goldman Sachs (Vol. 5, Issue #3)


Decision-based Evaluation of the Performance of a Hierarchically Structured Investment Process

Jeroen Geenen, Marc Heemskerk, Elske van de Burgt, and Michiel Heerema, Ph.D., ORTEC International (Vol. 6, Issue #1)


Long Term Risk Adjusted Attribution

Stephen Campisi, The Phoenix Company (Vol. 7, Issue #1)


Performance Attribution with Short Positions

Jose Menchero, Thomson Vestek (Vol. 7, Issue #2)


Performance Attribution with Consistency and Depth

Timothy P. Ryan, Fidelity Management and Research Co. (Vol. 8, Issue #2)


Reformulating Ankrim’s Risk-adjusted Performance Attribution

Alexander Obeid, Ph.D., Bank Sarasin Ltd. (Vol. 9, Issue #3)


Portfolio Risk Attribution

Jose Menchero, Ph.D., CFA, Junmin Hu, Ph.D., CFA Thomson (Vol. 10, Issue #3)


Risk Attribution

Philippe Gregoire, Ph.D., Louvain School of Management and

Herve Van Oppens, Orfival (Vol. 11, Issue #1)


Long-Short Portfolio Analytics

David Asermely, BNY Mellon (Vol. 12, Issue #4)


Performance Measurement and Attribution with Leverage and Derivatives

Damien Laker (Vol. 13, Issue #3)


Equity Style Analysis: Beyond Performance Measurement

George Degroot and Paul Greenwood, BNY Mellon (Vol. 14, Issue #2)


Getting to the Heart of Investing: Financial Stewardship That Meets Client Objectives

Patrick W. Fowler and Stephen Campisi (Vol. 15, Issue #2)


Asset Allocation vs. Security Selection: Their Relative Importance

Renato Staub, Ph.D. & Brian Singer, CFA (Vol. 16, Issue #3)


The Toolkit to Analyze a Pure StockPicker

Timothy P. Ryan, CIPM (Vol. 17, Issue #1)


Choosing the Right Solution of IRR Equation to Measure Investment Success

Yuri Shestopaloff, Ph.D. & Alexander Shestopaloff (Vol. 18, Issue #1)

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