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:
1996-1997
Evaluation of Portfolio Performance: Attribution Analysis
Brian Singer, UBS Brinson (Vol. 1, Issue #2)
1997-1998
The Attribution of Portfolio and Indexed Returns in Fixed Income
Timothy J. Lord, Ph.D., Times Square Capital Management (Vol. 2, Issue #1)
1998-1999
Combining Attribution Effects Over Time
David Cariño, Frank Russell Company (Vol. 3, Issue #4)
1999-2000
The Challenges of After-Tax Performance Reporting
Douglas S. Rogers, Deloitte & Touche (Vol. 4, Issue #3)
2000-2001
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)
2001-2002
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)
2002-2003
Long Term Risk Adjusted Attribution
Stephen Campisi, The Phoenix Company (Vol. 7, Issue #1)
2003-2004
Performance Attribution with Short Positions
Jose Menchero, Thomson Vestek (Vol. 7, Issue #2)
2003-2004
Performance Attribution with Consistency and Depth
Timothy P. Ryan, Fidelity Management and Research Co. (Vol. 8, Issue #2)
2004-2005
Reformulating Ankrim’s Risk-adjusted Performance Attribution
Alexander Obeid, Ph.D., Bank Sarasin Ltd. (Vol. 9, Issue #3)
2005-2006
Jose Menchero, Ph.D., CFA, Junmin Hu, Ph.D., CFA Thomson (Vol. 10, Issue #3)
2006-2007
Philippe Gregoire, Ph.D., Louvain School of Management and
Herve Van Oppens, Orfival (Vol. 11, Issue #1)
2007-2008
Long-Short Portfolio Analytics
David Asermely, BNY Mellon (Vol. 12, Issue #4)
2008-2009
Performance Measurement and Attribution with Leverage and Derivatives
Damien Laker (Vol. 13, Issue #3)
2009-2010
Equity Style Analysis: Beyond Performance Measurement
George Degroot and Paul Greenwood, BNY Mellon (Vol. 14, Issue #2)
2010-2011
Getting to the Heart of Investing: Financial Stewardship That Meets Client Objectives
Patrick W. Fowler and Stephen Campisi (Vol. 15, Issue #2)
2011-2012
Asset Allocation vs. Security Selection: Their Relative Importance
Renato Staub, Ph.D. & Brian Singer, CFA (Vol. 16, Issue #3)
2012-2013
The Toolkit to Analyze a Pure StockPicker
Timothy P. Ryan, CIPM (Vol. 17, Issue #1)
2013-2014
Choosing the Right Solution of IRR Equation to Measure Investment Success
Yuri Shestopaloff, Ph.D. & Alexander Shestopaloff (Vol. 18, Issue #1)
