by admin | Aug 31, 2011 | Investment Performance Guy, News
We have been engaged in a research project for a client, who wanted information on “sell side fixed income attribution systems.” This cause me to reflect a bit on the term “sell side.”You’ve no doubt run into the terms “buy...
by admin | Aug 30, 2011 | Investment Performance Guy, News
A colleague recently passed me a question that was sent to him: what is the proper treatment of class action settlement proceeds from securities-related lawsuits or bankruptcies, which are then deposited into an investment portfolio.You may have encountered this...
by admin | Aug 28, 2011 | GIPS, Global Investment Performance Standards
You have perhaps heard that Abercrombie & Fitch is actually paying members of the reality show, Jersey Shore, money to not use their products; the individual known as “the situation” is one who has been particularly focused on. In this weekend’s...
by admin | Aug 26, 2011 | Investment Performance Guy, News
TSG has announced that it’s conducting a survey on performance attribution. The survey will address all aspects of attribution, including approaches, preferences, and systems. Five cosponsors: DST Global Solutions, First Rate Investment Systems, ...
by admin | Aug 25, 2011 | beta, risk
Beta is a risk statistic which tells us essentially how our portfolio behaves relative to the market. It is a derivative of Modern Portfolio Theory, and more specifically, the Capital Asset Pricing Model (CAPM). The purpose of this post isn’t to address whether...