Practical analysis for investment professionals
performance attribution
Portfolio Evaluation: Benchmarking for Success
Can portfolio evaluation be done in a way that helps investment managers succeed? For the latest installment in his multi-asset strategy series, Larry Cao, CFA, posed this question to some of the smartest institutional investors around. Here's what they had to say.
Performance Measurement: The What, Why, and How of the Investment Management Process
According to Carl Bacon, CIPM, chairman of StatPro, active investment managers must understand the “what, why, and how” of their past performance in order to effectively manage their current clients’ portfolios.
Take 15: Evaluating Performance Attributions and New Models to Measure Risk
Carl R. Bacon, CIPM, a performance measurement specialist, discusses the evolution of performance attribution, the latest developments in performance measurement, and the issue of ex post risk.