by admin | Jul 20, 2012 | Investment Performance Guy, News
TSG will host Risk Week this coming fall. It will be a week of daily webinars, covering a variety of risk topics.Risk measurement’s importance to the investment industry has never been greater; thus our belief that a week of daily sessions, conducted by leading...
by admin | Jul 19, 2012 | Investment Performance Guy, News
A TSG verification client recently sent me the following note:Hi Dave, I’m hoping you can answer a questions for us very quickly. Our CCO and I are having a disagreement over whether representative account performance from a composite can be shown alongside the...
by admin | Jul 18, 2012 | Investment Performance Guy, News
One area that often results in a lot of confusion (and probably some controversy) is how one should calculate performance attribution of a portfolio that includes derivatives. I have been of the opinion that if the portfolio holds anything that isn’t represented...
by admin | Jul 16, 2012 | Investment Performance Guy, News
In their classic, A Monetary History of the United States, 1967- 1960, Milton Friedman and Anna Jacobson Schwartz observed that FDR’s bank holiday, shortly after he took office in 1933, which was supposed to have been a cure was, in reality, “worse than...
by TSG | Jul 15, 2012 | GIPS, Global Investment Performance Standards, Performance Perspectives Newsletter, risk, risk measurement
VOLUME 9 – ISSUE 11 July 2012 Download PDF...