Net-Of-Fee Performance Calculations
Written by the CFA Society NY’s Performance & Risk Analytics Committee–Krista Harvey, CFA, CIPM , Andre Mirabelli, Ph.D.– This paper is intended to help investment professionals by articulating common and acceptable industry practices as they relate to the calculation of timeweighted returns for a portfolio of investments on a net-of-fee basis…
Net-Of-Fee Performance Calculations
Related news
A Bi-Weekly Challenge From Andre Mirabelli & Opturo:
How does an attribution modeler address the following challenge?
Read moreDecomposition Versus Decision-Evaluation
Opturo--Andre Mirabelli, Ph.D.-- Modeling is more than a mathematical exercise. Its proper intent is to provide insight into the actual structure of the system being addressed. This requires more care then is typically exercised in the construction of models evaluating the amount to be attributed to each decision that contributes to a fund's active return…
Read moreGetting “Performance Attribution”
First Rate 2014 Performance Conference: Solutions through Integration--Andre Mirabelli, Ph.D.-- Presentation on understanding Performance & Attribution Systems
Read more