Performance Perspectives Blog

Marrying Performance and Risk

by | Jan 17, 2012

I have been invited to join the CFA Institute’s Jonathan Boersma and Neuberger Berman’s Leah Modigliani to speak on the subject of risk, at an evening event at the NYSSA (New York Society of Security Analysts). The program takes place at 6 o’clock on January 26.

I am particularly looking forward to this, simply to hear Leah once again discuss the risk-adjusted measure she and her Nobel Prize winning grandfather, the late Franco Modigliani, developed; to me, this alone, is “worth the price of admission.” As I understand it, Jonathan will discuss GIPS’ (Global Investment Performance Standards) new risk reporting requirement; I will briefly provide an overview of a variety of measures, and then Leah will discuss M-squared (I guess we could say that she’s “one of the M’s” in this model!).

Hope you can join us; I guarantee you’ll benefit!