A bi-weekly challenge from Andre Mirabelli & Opturo (August 31, 2020)

How does an attribution modeler address the following challenge?
Karnosky and Singer provided an ex post decision attribution methodology that attributed active returns to currency decisions in an investment process that could actually be carried out. Are there ever valid reasons, in an ex post decision attribution process, for attributing active returns to currency-related properties that can never be implemented as steps in an actual investment process?

A bi-weekly challenge from Andre Mirabelli & Opturo (August 31, 2020)

Related news

Opturo Develops Verification Extract to Assist GIPS® Verifiers.

Opturo’s Verification Extract is a straightforward export of information needed to prepare for GIPS® verification. The zip file exported contains the below files which contain statistics and information at both the account level and composite level. The verification extract is run for a selected time period and a selection of composites. It can be run…
Read more

A bi-weekly challenge from Andre Mirabelli & Opturo (July 20, 2020)

How should a performance modeler address the following?Is the return of a short, considered itself as a financial instrument or derivative investment vehicle, the return of its underlying (i.e., the shorted holding), implying that when the short loses money that “the return of the short” itself is positive? That is, if a short lost money…

Hiring And Firing Managers: 4th Annual Performance And Risk Forum

Video related to the powerpoint - Evaluating a PM by the Steady Success of Each Kind of Decision that the PM Controlled
Read more