$25.00
Over a period of seven years, from 1993 to 2000, Deutsche Asset Management (DeAM) made several attempts to implement new performance systems before the program described in this paper was begun in March 2000. Implementing performance systems in any large, complex investment management business is very much a non-trivial process, but most of the reasons for this are actually outside the performance team.
Author: Peter Ellis, Ph.D. Deutsche Asset Management
Description
Over a period of seven years, from 1993 to 2000, Deutsche Asset Management (DeAM) made several attempts to implement new performance systems before the program described in this paper was begun in March 2000. Implementing performance systems in any large, complex investment management business is very much a non-trivial process, but most of the reasons for this are actually outside the performance team. As in any other investment management operation, the calculation of accurate performance statistics (returns and attribution effects) is a core competency at DeAM, and, therefore, the existence of an efficient and effective production platform is an essential business requirement.
The Implementation of Daily Performance Measurement and Attribution
Related products
-
A Multi-Period Algorithm that has Stood the Test of Time
$25.00 Add to cart -
A Consistent Linking Concept for Fast Calculations of the Rate of Return and Research of Investment
$25.00 Add to cart -
A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution
$25.00 Add to cart -
A Conceptual Framework for the Development and Verification of Attribution Models
$25.00 Add to cart