Performance Perspectives Blog

Thoughts on performance measurement from David Spaulding and other members of our team.

Attribution survey findings, in brief

Attribution survey findings, in brief

Jed Schneider, CIPM, FRM is a guest blogger, offering some of his impressions from TSG's recent performance attribution survey.-----------------------------Every year, TSG puts out a survey to the investment industry focusing on a performance related topic. Last...

read more
Are Performance Measurement Professionals Creative?

Are Performance Measurement Professionals Creative?

I am adjusting the title of a post that William McKibbin had last week, titled "Are Mathematicians Creative." Given that my undergrad degree (from Temple University) is in math, and that math is clearly a huge part of performance and risk measurement, I guess I...

read more
Reminder: Free Webinar This Monday!

Reminder: Free Webinar This Monday!

Reminder! This coming Monday, April 23rd at 11:00 am (EST), Jed Schneider, CIPM, FRM will discuss highlights from TSG's recent performance attribution survey. He will present findings, and compare the results with previous years' surveys. You will also have...

read more

Celebrating the 10th with gusto!

Almost 30 years ago, when my wife and I celebrated our 10th wedding anniversary, we marked the occasion with special gifts for one another (she gave me a gold watch, which I still use (I'd better!)). For our 25th, we went to Disney World (her choice) and our 35th saw...

read more
Why do we refuse to see the flaws in our beliefs?

Why do we refuse to see the flaws in our beliefs?

Yesterday's Wall Street Journal had an interview with Nobel Prize winner and author Daniel Kahneman, regarding his new book, Thinking Fast and Slow ("So Much for Snap Decisions," by Diane Cole). I am still making my way through the book, and continue to find much of...

read more
Math Mystery

Math Mystery

In the March 27, 2012 issue of the WSJ, Dan Fitzpatrick and Victoria McGrane discussed how large banks who released "stress test" results are being questioned by the Federal Reserve on the approaches they took to derive their results ("Banks Stress Over Fed Test...

read more
John Simpson speaks at First Rate annual conference

John Simpson speaks at First Rate annual conference

This week, my friend and colleague, John D. Simpson, CIPM spoke at First Rate's annual user conference. As I understand it, this event had a record attendance. And while I'd like to think that it's because John was there, I know there was much more to it (for...

read more
Turning lemons into lemonade

Turning lemons into lemonade

We just discovered that we had a printing error with the second edition of my Handbook of Investment Performance: we left off part of the bibliography.Now, you might think this isn't a big deal, but for a firm that prides itself on the highest quality in all we...

read more

Free Subscription!

The Journal of Performance Measurement

The Performance Measurement Resource.

Click to Subscribe