by admin | Aug 31, 2012 | Campisi model, CIPM, CIPM Exam Tips & Tricks, CIPM expert, fixed income attribution, income contribution
Recall from my previous posting, the steps to executing the Campisi fixed income attribution model are:Decompose the benchmark return into:- income contribution- Treasury contribution (i.e., price change due to changes in Treasury rates)- spread contribution (i.e.,...
by admin | Aug 30, 2012 | Investment Performance Guy, News
I will host a webinar on Monday, September 17, at 11:00 AM EST, titled “The Ten Most Common Mistakes GIPS Compliant Firms Make.” This is a FREE webinar, but space is limited, so please contact us soon (either by calling 732-873-5700 or emailing Patrick...
by admin | Aug 29, 2012 | Investment Performance Guy, News
The headline in today’s Home News Tribune (a central New Jersey newspaper) is titled “Probe: Teachers enabled cheating.” It points out how last year Woodbridge administrators and teachers were celebrating because New Jersey...
by admin | Aug 28, 2012 | Investment Performance Guy, News
It’s election time here in the United Staes, so it’s appropriate to cite a few of our presidents. America’s 37th president (Richard Nixon) is often recalled for his “let me make this perfectly clear” line. Our 42nd president (Bill...
by admin | Aug 25, 2012 | CIPM, CIPM Exam Tips & Tricks, CIPM Principles, GIPS, performance measurement
Last week, when I was teaching TSG’s CIPM Exam prep class for the Principles Level, a student asked me for help with a question on a sample exam from CFA Institute. The question read: Which of the following is most likely not a requirement of the GIPS...
