by admin | Oct 18, 2013 | Investment Performance Guy, News
There are probably few documents that say as much about timing as the Global Investment Performance Standards (GIPS(r)). But our focus is more limited, and won’t address everything that appears.One of the most important questions is when should a manager...
by admin | Oct 16, 2013 | Investment Performance Guy, News
How long before you report risk measures as part of your performance?Returns can be shown for a day, a few days, a week, a month, a quarter, a year, etc. Risk statistics typically rely upon a series of returns. But how many and which ones?The standard seems to be 36....
by TSG | Oct 16, 2013 | attribution, Performance Perspectives Newsletter
VOLUME 11 – ISSUE 2 October 2013 Download PDF...
by admin | Oct 16, 2013 | CIPM, CIPM Exam Tips & Tricks, CIPM expert, CIPM Principles, GIPS, GIPS standards, GIPS verification, performance measurement, TSG
(Note: I wrote this post as a guest blogger for the STP Investment Services blog, but it appears that blog is offline and we received a request for the information, so I decided to post the information directly here.) The What, Why and Who of the...
by admin | Oct 15, 2013 | CIPM, CIPM Exam Tips & Tricks, CIPM Principles, Eugene Fama, Fama-French, Kenneth French, performance measurement, returns-based style analysis, style analysis, William Sharpe
OK, I’m just kidding… there is no grand battle here between economists (and Nobel prize winners) Eugene Fama and William Sharpe. That being said, CIPM candidates at the Principles level *are* expected to deal with the following Learning Outcome...
