The Spaulding Group
Call Now: 732-873-5700
Menu
  • GIPS
    • What Our Clients Say
    • GIPS 101
    • What is GIPS Verification?
    • GIPS Support/Pre-Verification
    • GIPS Verification Services
    • Non-GIPS Verification
    • GIPS For Asset Owners
    • Can OCIOs Be GIPS Compliant
  • Services
    • Consulting
      • Technology Consulting
      • Operations Review
    • Training
      • Fundamentals of Investment Performance Measurement
      • Performance Measurement Attribution
      • GIPS Workshop
      • In-House/Custom Training
      • Portfolio Risk Class
      • Performance Measurement for the Non-Performance Professional
      • PERFORMANCE MEASUREMENT FOR ASSET OWNERS AND CONSULTANTS
    • Software Certification
    • Vendor Support
      • Marketing Support
      • System Consulting
    • Publishing
    • Research
  • Products
    • The Journal
      • Media Kit
      • Article Submissions
      • Past Articles of The Journal of Performance Measurement
      • Dietz Award Winners
  • Conferences and Forums
    • Conferences
      • Virtual PMAR Web-Conference
      • PMAR North America
      • PMAR Europe
      • PMAR West
      • Performance Jeopardy Champions
      • Web Conferences
    • Performance Measurement Forum
    • Asset Owner Roundtable
  • Investment Performance Guy Blog
    • CIPM Tips & Tricks
    • Resource Center
  • About Us
    • TSG In The News
    • The Company
    • Awards and Recognition
    • Our Story
    • Careers
  • Contact
  • GIPS
    • What Our Clients Say
    • GIPS 101
    • What is GIPS Verification?
    • GIPS Support/Pre-Verification
    • GIPS Verification Services
    • Non-GIPS Verification
    • GIPS For Asset Owners
    • Can OCIOs Be GIPS Compliant
  • Services
    • Consulting
      • Technology Consulting
      • Operations Review
    • Training
      • Fundamentals of Investment Performance Measurement
      • Performance Measurement Attribution
      • GIPS Workshop
      • In-House/Custom Training
      • Portfolio Risk Class
      • Performance Measurement for the Non-Performance Professional
      • PERFORMANCE MEASUREMENT FOR ASSET OWNERS AND CONSULTANTS
    • Software Certification
    • Vendor Support
      • Marketing Support
      • System Consulting
    • Publishing
    • Research
  • Products
    • The Journal
      • Media Kit
      • Article Submissions
      • Past Articles of The Journal of Performance Measurement
      • Dietz Award Winners
  • Conferences and Forums
    • Conferences
      • Virtual PMAR Web-Conference
      • PMAR North America
      • PMAR Europe
      • PMAR West
      • Performance Jeopardy Champions
      • Web Conferences
    • Performance Measurement Forum
    • Asset Owner Roundtable
  • Investment Performance Guy Blog
    • CIPM Tips & Tricks
    • Resource Center
  • About Us
    • TSG In The News
    • The Company
    • Awards and Recognition
    • Our Story
    • Careers
  • Contact
Search the site...
Home» Product » Performance Measurement Attribution- Virtual Training (Module 4 – Multi-period Attribution, PLUS)

Performance Measurement Attribution- Virtual Training (Module 4 – Multi-period Attribution, PLUS)

Posted by spaulding - November 16, 2020 -
0
Risk Training

$450.00

Performance Measurement Attribution – Virtual Training

Module 4 – Multi-period Attribution, PLUS

Categories: Training, Webcasts
  • Description

Description

Performance Measurement Attribution

Module 4 – Multi-period Attribution, PLUS

 

Virtual learning classes, approximately 4 hours each

Module 4: Multi-period Attribution, PLUS

  • We will review several popular methods to link attribution effects over time, resulting in multi-period attribution. We will explain why the “simple” approaches typically do not work as expected. Students will gain a good understanding of the Cariño, Menchero, Frongello, and GRAP methods. In addition, students will discover a way to link absolute (contribution) effects across time.
  • Asset owners need attribution, too; we’ll touch on a couple approaches
  • Because hedge fund managers are absolute managers, relative performance does not apply. That said, they can still benefit from attribution, and we’ll explain how.
  • Now that you have the results, what do you do with them? We address this.
  • We will touch on the challenges of software searches when it comes to attribution systems, and wrap up with a view on what lies ahead, including a discussion on risk-adjusted attribution.
  • Exercises will be included to help the students gain a greater understanding of the models.

Related products

  • Multi-currency Attribution Attribution Week Webconference

    Day 3 – Multi-currency Attribution Attribution Week Webconference – John Simpson 2013

    $225.00
    Add to cart
  • Leverage Ratio with David Asermely

    Leverage Ratio with David Asermely of BNY Mellon Asset Servicing

    $150.00
    Add to cart
  • Excel Tips & Tricks for Performance Professionals

    Excel Tips & Tricks for Performance Professionals

    $150.00
    Add to cart
  • A webcast on Value at Risk (VaR)

    A webcast on Value at Risk (VaR)

    $150.00
    Add to cart

Leave a Reply Cancel reply

Your email address will not be published. Required fields are marked *

This site uses Akismet to reduce spam. Learn how your comment data is processed.

Privacy Policy   Terms and Conditions
Copyright 2018-2019. The Spaulding Group.
  • Terms of Use
  • Privacy Policy
  • About Us
  • Contact Us
CFA Institute does not endorse, promote or warrant the accuracy or quality of The Spaulding Group, Inc. GIPS® is a registered trademark owned by CFA Institute.
 
This site uses functional cookies and external scripts to improve your experience. If you continue to browse the site, it indicates you accept our use of cookies.Accept Privacy Policy
Privacy Policy
Necessary
Always Enabled