Dietz Award Winners

With the wealth of expertise that makes The Journal the solid base of performance and risk information that it is, we instituted The Dietz Award to recognize those who have produced the most exceptional content during the year. The award is reserved for the article voted, by our journal’s board members, to be the best of the year. The winner receives the Dietz Award for Excellence in the Field of Investment Performance Measurement Literature. We also honor the three runners-up with honorable mentions.

The award is named after Peter O. Dietz for the major contributions he made to our industry. Our winners have expressed great pride in receiving the award, since it signifies that their work has been chosen from a field of renowned authors, and singled out for special recognition by their peers.

Evaluation of Portfolio Performance: Attribution Analysis
Brian Singer (Vol. 1, Issue #2) – 1997

The Attribution of Portfolio and Indexed Returns in Fixed Income
Timothy J. Lord, Ph.D. (Vol. 2, Issue #1) – 1998

Combining Attribution Effects Over Time
David Cariño (Vol. 3, Issue #4) – 1999

The Challenges of After-Tax Performance Reporting
Douglas S. Rogers (Vol. 4, Issue #3) – 2000

The Green Zone…Assessing the Quality of Returns
Robert B. Litterman, Ph.D., Jacques Longerstaey, Jacob D. Rosengarten, & Kurt Winkelmann, Ph.D. (Vol. 5, Issue #3) – 2001

Decision-based Evaluation of the Performance of a Hierarchically Structured Investment Process
Jeroen Geenen, Marc Heemskerk, Elske van de Burgt, & Michiel Heerema, Ph.D. (Vol. 6, Issue #1) – 2002

Long-Term Risk Adjusted Attribution
Stephen Campisi (Vol. 7, Issue #1) – 2003

Performance Attribution with Short Positions
Jose Menchero (Vol. 7, Issue #2) – 2003

Performance Attribution with Consistency and Depth
Timothy P. Ryan (Vol. 8, Issue #2) – 2004

Reformulating Ankrim’s Risk-adjusted Performance Attribution
Alexander Obeid, Ph.D. (Vol. 9, Issue #3) – 2005

Portfolio Risk Attribution
Jose Menchero, Ph.D., CFA & Junmin Hu, Ph.D., CFA (Vol. 10, Issue #3) – 2006

Risk Attribution
Philippe Grégoire, Ph.D. & Herve Van Oppens (Vol. 11, Issue #1) – 2007

Long-Short Portfolio Analytics
David Asermely (Vol. 12, Issue #4) -2008

Performance Measurement and Attribution with Leverage and Derivatives
Damien Laker (Vol. 13, Issue #3) – 2009

Equity Style Analysis: Beyond Performance Measurement
George Degroot and Paul Greenwood (Vol. 14, Issue #2) – 2010

Getting to the Heart of Investing: Financial Stewardship That Meets Client Objectives
Patrick W. Fowler and Stephen Campisi (Vol. 15, Issue #2) – 2011

Asset Allocation vs. Security Selection: Their Relative Importance
Renato Staub, Ph.D. & Brian Singer, CFA (Vol. 16 Issue #3) – 2012

The Toolkit to Analyze a Pure StockPicker
Timothy P. Ryan, CIPM (Vol. 17, Issue #1) – 2013

Choosing the Right Solution of IRR Equation to Measure Investment Success
Yuri Shestopaloff, Ph.D. & Alexander Shestopaloff (Vol. 18, Issue #1) – 2014

Multi-Period Performance Attribution: Framework for an Allocation Effect Taking Active Weight Drift into Account
Bas Leerink, CIPM & Gerard van Breukelen, CIPM (Vol. 19, Issue #1) – 2015

Attribution Hears a Who! The Case for Decision Maker-based Attribution
Arun Muralidhar, Ph.D. (Vol. 20, Issue #3) – 2016

Performance Drawdowns in Asset Management: Extending Drawdown Analysis to Active Returns
Daryl Bradford, CFA & Daniel Siliski, CAIA (Vol. 21, Issue #3) – 2017