by admin | Jun 24, 2009 | Training
We’ve been hosting monthly webinars for a while now, and will continue to do so. We’ve already identified the topics for July (Fixed Income Attribution), August (Risk adjusted performance), and September (the performance measurement professional)....
by admin | Jun 23, 2009 | GIPS
I was at the U.S. Open on Sunday and enjoyed the event quite a bit. As we were returning home, I thought that there had to be something I could take away that relates to performance measurement. Well, it didn’t take long to come up with it: the rules.The U.S....
by admin | Jun 22, 2009 | risk
I just got a note from a colleague in response to this month’s newsletter (/images/stories/PDF/newsletters/jun09nl.pdf) suggesting that my use of the term “volatility” for standard deviation is incorrect, and that “variability” is more...
by admin | Jun 19, 2009 | GIPS, money-weighting, Standard Deviation, time-weighting
As often happens when I read, I stumble upon quotes which I will want to employ in my speaking and writing. Here are just a few from Michael Lewis’ Moneyball, along with commentary:- The meetings, from their point of view, are all about minimizing risk (p. 27):...
by admin | Jun 18, 2009 | attribution, money-weighting, Reporting, time-weighting
One area that often comes up in discussions is client reporting. There are no standards on this topic, although some guidance has been offered.Reporting is made complex for a few reasons. First, at times the client dictates what they want, in which case the...