Article
Journal
Webcasts
Books
Conferences
Surveys
Training
Clothing
Classics in Investment Performance Measurement -
The Journal of Performance Measurement: US Subscribers
CIPM Expert Exam Flash Cards -
CIPM Principles Exam Flash Cards
The Spaulding Group - Home Page
Past Articles of The JPM
JPM Media Kit
Home - The Spaulding Group Webstore
>
Sitemap
Sitemap
Shopping
Article
2002 Performance Attribution Survey Summary
A Brinson Model Alternative: an Equity Attribution Model with Orthogonal Risk Attributions
"A Call to Arms!" The Next Frontier for Taxable Accounts-After-tax Return Performance Attribution
A Case for Attribution Standards
A Case for Fixed Income Holdings-Based Attribution: Techniques for Achieving Cleaner Results
Accurate Benchmarking is Gone but Not Forgotten: The Imperative Need to Get Back to Basics
Achieving and Maintaining AIMR-PPS (GIPS) Compliance
A Closer Look at Performance Persistence of Mutual Funds
A Comparison of GIPS and the AIMR-PPS
A Consistent Linking Concept for Fast Calculations of the Rate of Return and Research of Investment Strategies
A Critical Analysis of Fund Rating Systems
Adjustments to Prior Period Returns
A Four-factor Performance Attribution Model for Equity Portfolios
A Framework for Multiple Currency Fixed Income Attribution
After-Tax Returns and Mutual Funds
A Fully Geometric Approach to Performance Attribution
A General Approach for Linking Arithmetic Attribution Results Over Time
A Geometric Attribution Model and a Symmetry Principle
A Geometric Methodology for Performance Attribution
A Hierarchy of Methods for Calculating Rates of Return
AIMR's Performance Presentation Standards
A Jigsaw Puzzle of Basic Risk-adjusted Performance Measures
A Model for a Global Investment Attribution Analysis
A Modest Proposal to Modernize the Performance Evaluation of Hedge Funds
A Multi-Period Algorithm that has Stood the Test of Time
An Advanced Methodology for Fund Rating
Analysis of Ranking Factors for a Risk Averse Investor in a Non-Gaussian World
Analyst Attribution: Improving the Bottom-up Process
An Analysis of the Aggregate Method to Calculate Composite Returns
A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution
A New Empirical Method for Yield Curve Attribution
A New Kind of Index Fund That Beats Its Index
A New Measure for the Investment Management Industry: Time & Money-Weighted Return (TMWR)
A New Measure of Tactical Allocation Skills in Performance Attribution Analysis
An Excursion Into the Performance Characterstics of Hedge Funds
Shopping (continued)
Article (continued)
An Exposure-based Attribution Model for Balanced Portfolios
An Integrated Framework for Style Analysis and Performance Measurement
An Introduction to the Efficient Construction of Intuitive and Transparent Equity Multi-factor Models
An OAS Framework for Portfolio Attribution Analysis
An Optimized Approach to Linking Attribution Effects Over Time
Another Interpretation of Negative Sharpe Ratio
Applying Downside Risk to Asset-Liability Management: A Pension Fund Case Study
Applying Risk-Measurement and Management in the Administration of Large Asset Pools
A Primer on Performance for Currency Overlay
A Primer on Time-Weighted and Dollar-Weighted Returns
A Review of the Performance Measurement Vendor Technology Survey
Arithmetic and Geometric Attribution
A Roundtable Interview- David Spaulding, Iain McAra, Lucy Schwartzman, Jean-Pierre Mittaz, Sarah Ringle, Sandra Hahn-Colbert, Debi Deyo Rossi, Jennife
AS20111536
A Sector Based Approach to Fixed Income Performance Attribution
A Simplified Method for Calculating the Money-Weighted Rate of Return
Assessing the Value in Asset Allocation
A Structural Comparison of Single-Period Attribution Models
Attribution Analysis and Wilshire's Method
Attribution Analysis: Combining Attribution Effects Over Time Made Easy
Attribution Analysis: Issues Old and New
Attribution- Arithmetic or Geometric? The Best of Both Worlds
Attribution Linking from a Religious Perspective
Attribution Linking: Proofed and Clarified
Attribution with Style
A Universal Performance Measure
A View from Down-Under
A Wake-up Call for Private Equity on GIPS
A World Class Performance Measurement System
Balanced Portfolio Attribution
Benchmark Rebalancing Calculations
Bespoke Attribution: Illustrating the Manager's Process
Beyond Brinson: Establishing the Link Between Sector and Factor Models
Calculating After-Tax Returns Beyond AIMR
Calculating Returns: Different Rates of Return Formulae = Different Results
Page 1 of 9
Page
1
2
3
4
5
...
9
Your cart is empty.
Home
|
About Us
|
Contact Us
|
My Account
|
Shipping Policy
|
Return Policy
|
Sitemap
|
Cart Help
©
2012 The Spaulding Group
Powered by nsCommerceSpace by Network Solutions