by David Spaulding | Oct 26, 2016 | time-weighted, BAI, Bank Administration Institute, Investment Performance Guy, performance measurement, time-weighted return, time-weighting
Why is it called time-weighted returns? Before I answer this question, it might help to explain where the terms “time-weighting” and “time-weighted” come from. It’s not what you may think. No, Peter Dietz, who gave us the “Original...
by TSG | May 15, 2007 | attribution, GIPS, Performance Perspectives Newsletter, verification, verifier, Verifier Independence
VOLUME 4 – ISSUE 9 May 2007 Download PDF...