Call Now: 732-873-5700
Call Now: 732-873-5700
Featured Products
PMAR North America 2020
PMAR XVIII- North America is the #1 performance, attribution, and risk conference held in North America. Our 18th anniversary year (2020).
PMAR West 2020
PMAR West IV – San Diego, CA November 19-20, 2020 Location: San Diego, CA Diverse and Timely Topics • A community of performance professionals • Networking breaks and reception • Resources and tools • Gifts and prizes • Chance to engage and share ideas and information “PMAR succeeds in both being highly entertaining […]
Newest Products
The Next Step in the Evolution of Decision-Based Attribution: Micro or Rules-based Attribution (and the Atoms of Attribution)
The Next Step in the Evolution of Decision-Based Attribution: Micro or Rules-based Attribution (and the Atoms of Attribution)
The Next Step in the Evolution of Decision-Based Attribution: Micro or Rules-based Attribution (and the Atoms of Attribution) Arun Muralidhar, Ph.D., and Sanjay Muralidhar
An Analysis of a Generalization of the Modified Dietz Rate of Return
An Analysis of a Generalization of the Modified Dietz Rate of Return
An Analysis of a Generalization of the Modified Dietz Rate of Return Boris Klebanov, Ph.D. The rate of return defined by the Modified Dietz formula (in this paper it is called the D-rate) can be naturally extended over situations where the transaction times are random variables. In this paper we study some properties of the rates of return that come about upon making such an extension.
Conference
PMAR North America 2020
PMAR North America 2020
PMAR XVIII- North America is the #1 performance, attribution, and risk conference held in North America. Our 18th anniversary year (2020).
PMAR West 2019
PMAR West 2019
PMAR West III -
- Environmental Social Governance (ESG) : How is the industry implementing?
- Performance Challenges with Alternatives, Lars Bjerre Hansen
- Handling Multi-currency Performance Properly, Claude Giguere
- Challenging Current Performance Methodologies - Are We Answering the Wrong Questions with the Right Tools? Stephen Campisi, CFA
- The Future of Performance Technology, John D. Simpson, CIPM - Panel Moderator
- The GIPS Standards 2020 - What You Need To Know, Karyn Vincent, CFA, CIPM, CFA Institute
- The 2020 GIPS Standards Impact on Asset Managers, Asset Owners, and Technology, Ashley Reeves, CIPM, John Norwood, Rob Paterson, CIPM, FRM
- The Performance Organization and Team Structure, Todd Juillerat, CFA
- Why Your Career Path in Performance Matters and What You Can Do to Make Sure You Are On the Right One
- Fast Performance: Rapid Fire Q & A
- Performance, Risk, GIPS, Data Management and Attribution Discussion sessions: Interactive breakout sessions modeled after the Performance Measurement Forum. This will provide a one-of-a-kind learning and information exchange environment with the capabilities and resources to give today's investment professionals the knowledge necessary to benefit themselves and their organizations.
The Case Against Time-Weighted Return for Alternative Investments
The Case Against Time-Weighted Return for Alternative Investments
The Case Against Time-Weighted Return for Alternative Investments
Timothy F. Peterson, CFA, CAIA, CIPM, Cane Island Alternative Investors
This article explains why the adoption of a time-weighted rate of return methodology as a performance measure for illiquid, private investments is misguided. The increased adoption of time-weighted return for illiquid alternatives is the result of greater awareness of, and adherence to, several industry reporting standards, as well as a general increase in portfolio allocations to illiquid alternative investments.Training
Fixed Income Attribution Live Web Event – 2 DAYS
Fixed Income Attribution Live Web Event – 2 DAYS
- Individual Investment – $1195
- Single Location Site License – $2495
- Global Site License – $3495
Investment Performance Measurement BOOT CAMP
Investment Performance Measurement BOOT CAMP
Experience a full week of intensive, real-world training, designed to saturate new hires and staff in various situations and arm them with the tools of the performance trade.
Books
The Spaulding Series: Pension Funds: Measuring Investment Performance, by Peter Dietz
The Spaulding Series: Pension Funds: Measuring Investment Performance, by Peter Dietz
In 1966, Peter Dietz raised the bar for all financial market participants by authoring Pension Funds: Measuring Investment Performance.
The Spaulding Group’s Guide to the Performance Presentation Standards The World’s Most Practical Gui
The Spaulding Group’s Guide to the Performance Presentation Standards The World’s Most Practical Gui
Guide to the Performance Measurement Standards Authors: David Spaulding, CIPM John D. Simpson, CIPM and Jed Schneider, CIPM, FRM
Readings in Fixed Income Performance Attribution
Readings in Fixed Income Performance Attribution
Edited by Stephen Campisi, CFA and David Spaulding, CIPM, this compilation of articles on fixed income attribution is a "must have" for every performance measurement professional.
Classics in Investment Performance Measurement –
Classics in Investment Performance Measurement –
Edited by David Spaulding, CIPM and James A. Tzitzouris, Jr., Ph.D., this compilation of articles on investment performance measurement is a "must have" for every performance measurement professional.