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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
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
Analysis of Ranking Factors for a Risk Averse Investor in a Non-Gaussian World
Analyst Attribution: Improving the Bottom-up Process
A New Approach to the Decomposition of Yield Curve Movements for Fixed Income Attribution
A New Kind of Index Fund That Beats Its Index
An Excursion Into the Performance Characterstics of Hedge Funds
An Exposure-based Attribution Model for Balanced Portfolios
An Integrated Framework for Style Analysis and Performance Measurement
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
Shopping (continued)
Article (continued)
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
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
Calculating After-Tax Returns Beyond AIMR
Calculating Returns: Different Rates of Return Formulae = Different Results
Calculation and Reporting of After-Tax Performance
Canadian Pension Plan Sponsor's Views of the AIMR-PPS
Capturing Changes in Style Exposure
Challenges With Developing Portfolio Accounting Software for After-Tax Reporting
Combining Attribution Effects Over Time
Comparing Style Index Performance: How Can The Russell and S&P Indexes Behave So Differently
Concentrating Performance Attribution Information
Conceptual Frameworks For Performance Attribution and Risk Management Policy: A "Structuralist" View
Contrasting Time- And Money-Weighted Returns: When Each Should Be Used
Contributive Alpha as the Basis for Investment Performance Attribution
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