Avaloq Investment Performance
Die BICon hat mittelweile bei acht Banken in vier Ländern das Investment Performance Regelwerk auf Avaloq konzipiert und parametriert. Dabei wurden, neben … show more
Performance/Risk
Timing is everything: Performance Cash Flow Timing
In my last post regarding Investment Performance Measurement on a Single Position and Aggregations I got a comment by Carl … show more
Investment Performance Measurement on a Single Position and Aggregations
In the past two decades I have been working on numerous projects in the investment performance measurement field. They included … show more
New way of Brinson Style Performance Attribution
Measuring active investment decisions: On a portfolio level the TWR (time weighted return) is taken as the performance percentage figure … show more