The Journal of Performance Measurement is the only publication that is completely focused on performance measurement for the investment professional. Launched in 1996, we are in our 24th year of providing the latest thinking and research on performance topics. Articles have covered a range of areas including the proper handling of rates of return, attribution models and methodologies, risk measurement issues, and the performance presentation standards. We have also become a sounding board for proposed standards for new issues such as attribution, best practices, and risk presentations.
The Journal is where performance professionals go to learn, gain insights, and find out what is on the minds of the leaders in the industry. It has become the place where authors come to make their latest thoughts and concepts known. Some examples:
- When Frank Russell Company decided to make public its attribution method, they turned to The Journal of Performance Measurement. (David Cariño, “Combining Attribution Effects Over Time,” Vol. 3, #4).
- Likewise, when Thomson-Vestek wanted to share its methodologies, they did so in The Journal of Performance Measurement (Jose Menchero, “An Optimized Approach to Linking Attribution Effects Over Time,” Vol. 5., #1; “A Fully Geometric Approach to Performance Attribution,” Vol. 5, #2).
- In the initial years following its development, the linking algorithm was a closely guarded secret for Wilshire Associates. They made the decision to disseminate the details of their algorithm in The Journal of Performance Measurement. (Julia Bonafede, et.al, “A Multi-Period Linking Algorithm that Has Stood the Test of Time,” Vol. 6, #4).
