A bi-weekly challenge from Andre Mirabelli & Opturo

How should a performance modeler address the following?
For an illiquid, how do you assign/interpolate returns for each day in a year in a manner that does not misrepresent its daily volatility, when one only knows the returns for each of the four quarters in the year?

A bi-weekly challenge from Andre Mirabelli & Opturo

Related news

Pension Fund Managers: Data clarity shouldn’t be a luxury

Data clarity shouldn't be a luxury—it should be the standard. With ODIN's Dashboard Builder, turning complex data into clear, decision-ready visuals takes minutes—not days. One of our asset management clients recently streamlined their entire performance reporting process by using Dashboard Builder to create tailored visual workflows directly from their data pipelines. The result? Cleaner insights,…
Read more

Opturo Launches Robust, Powerful Workflow Management Tool

Opturo launches workflow management tool for batching & monitoring series of processes using an easy to use administration console.
Read more

Evaluating A PM By The Steady Success Of Each Kind Of Decision That The PM Controlled

For 4th Annual Performance And Risk Forum--Andre Mirabelli, Ph.D.-- Presentation on Evaluating A PM By the Steady Success Of Each Kind of Decision That the PM Controlled
Read more