by admin | Dec 19, 2009 | Investment Performance Guy, News
I decided that this week will be a break from blogging. And so, I wish all of our Christian readers a blessed and very Merry Christmas; to our Jewish readers, a somewhat belated Happy Chanukah; and to everyone, a prosperous, healthy, safe and Happy New Year! May 2010...
by admin | Dec 17, 2009 | inflation
Our friend and colleague, Rutgers University professor John Longo, was recently interviewed on CNBC. We suggest you have a look & listen:
by admin | Dec 17, 2009 | attribution, benchmarks, performance attribution
A client asked me how they should handle the following situation: the benchmark their client assigned to them is a blend of two indexes, one of which values only monthly (the other, daily). They calculate performance attribution daily and smooth the one index’s...
by admin | Dec 16, 2009 | attribution
One of the controversial topics in performance attribution has to do with interaction. This effect exists in several models, but we’ll limit our discussion to its presence in the Brinson-Fachler model. Recall that there are three effects in all: allocation,...
by admin | Dec 15, 2009 | Investment Performance Guy, News
We are in the midst of completing our Performance Measurement Technology survey and are anxiously waiting to hear from you regarding your use of technology. So please respond today! As always: your information is kept confidential as a participant, you’ll...
