Call Now: 732-873-5700
Call Now: 732-873-5700
Featured Products
PMAR West 2018
PMAR West II -
- Telling the Story with Numbers
- ESG
- Data Visualization
- Multi-Period Attribution
- Fixed Income Attribution Challenges
- Performance Drawdowns in Asset Management
- Recent discoveries in Risk
- GIPS 20/20
- Data Migration & Performance Portability
- Portfolio analytics for Leveraged Securities
- Principles for Currency Management
- Women in Performance Measurement
- Fast Performance
- Leverage & Derivatives in Performance Measurement
PMAR North America 2019
PMAR XVII - North America is the #1 performance, attribution, and risk conference held in North America. Our 17th anniversary year (2019).
Newest Products
The Journal Interview 22/4
The Journal Interview 22/4
<strong>The Journal Interview</strong> Ken Grossfield, CFA Nicole Wellmann Kraus, CFA
Geometric Attribution and the Interaction Effect
Geometric Attribution and the Interaction Effect
In this paper, we show that, despite this belief, an interaction effect does arise when the BKT method is directly derived from the arithmetic Brinson and Fachler (BF) method.
Best Practices for GIPS Policies & Procedures
Best Practices for GIPS Policies & Procedures
Best Practices for GIPS® Policies & Procedures David D. Spaulding, DPS, CIPM As GIPS® verifiers, we have seen literally hundreds of GIPS Policies & Procedures. In the course of this time, you might say that we’ve seen “the good, the bad, and the ugly.” In addition, a couple of us have written policies and procedures for multiple asset managers. This experience has resulted in an awareness of what is needed, as well as the best ways to present it. We hope that you find this paper of value as you prepare, develop, and/or maintain such documents for your firm or organization.
Conference
PMAR North America 2019
PMAR North America 2019
PMAR XVII - North America is the #1 performance, attribution, and risk conference held in North America. Our 17th anniversary year (2019).
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.
PMAR Europe 19-20 June 2019
PMAR Europe 19-20 June 2019
The Journal of Performance Measurement’s Tenth Annual European Performance Measurement, Attribution & Risk Conference (PMAR Europe) 19-20 June 2019 London, England
Training
Mumbai, India – Performance Measurement Training
Mumbai, India – Performance Measurement Training
These courses will provide all attendees with a core grounding in the tools and techniques used to calculate investment performance. Students will be taken through practical examples and given ample opportunity to form specific questions. December 5-6, 2018 Mumbai, India
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
Performance, Attribution, and Risk Measurement Reference Guide (3rd Edition)
Performance, Attribution, and Risk Measurement Reference Guide (3rd Edition)
A handy glossary of Investment Performance Measurement Formulas, Terms and Concepts.
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.