by TSG | Mar 11, 2020 | attribution, Modified Dietz, Performance Perspectives Newsletter
VOLUME 1 – ISSUE 12 August 2004 Download PDF...
by David Spaulding | Aug 11, 2014 | arithmetic attribution, attribution, attribution linking, benchmarks, geometric attribution, Investment Performance Guy, News, performance attribution, residuals
Not for multi-periods, but for single periods, geometric attribution has residuals! In a recent post about multi-period attribution, I mentioned that while it’s true that arithmetic attribution is “linking challenged,” resulting in residuals that...
by TSG | Jun 15, 2007 | attribution, Performance Perspectives Newsletter
VOLUME 4 – ISSUE 10 June 2007 Download PDF...
by TSG | Apr 15, 2007 | attribution, GIPS, Performance Perspectives Newsletter, verification, verifier, Verifier Independence
VOLUME 4 – ISSUE 8 April 2007 Download PDF...