by admin | Nov 26, 2009 | Investment Performance Guy, News
While we in the United States celebrate Thanksgiving today, everyone should no doubt be able to reflect on the things they give thanks for. My list is so very long. It includes our management and staff, our clients, our vendors, and colleagues. My wife and family are...
by admin | Nov 25, 2009 | GIPS, verification
I am putting the finishing touches on this month’s newsletter, and am including comments regarding the revelation that certain GIPS(R) verifiers feel that it’s not necessary for them to conduct “fieldwork.” That is, they feel that they can...
by admin | Nov 23, 2009 | Returns
I’m in Toronto for a couple days teaching a performance class for a client. And, as often happens, a thought occurred that seemed interesting. Peter Dietz introduced the “original Dietz formula” in 1966, which treats cash flows as occurring...
by admin | Nov 20, 2009 | Investment Performance Guy, News
We’re pleased to announce that our new publication, Classics in Investment Performance Measurement, was reviewed by Jerry Tempelman, CFA, in the November issue of the CFA Institute and CIPM program’s Investment Performance Measurement Newsletter. The book...
by admin | Nov 19, 2009 | attribution, fixed income attribution
TSG, Inc. is hosting its 3rd annual Trends in Attribution Conference. This year’s program is at the Heldrich Hotel in New Brunswick, NJ. Our turnout is much better than one might have expected, given the economy … we have more folks here this year than in...
