For many years, investment management professionals have discussed risk and performance as being ‘two sides of the same coin’ and the convergence of the two functions within asset managers. Risk is managed in...

Calculating accurate performance attribution in the fixed income markets is a crucial element to success. Not only is fixed income attribution vital to inform, support and defend investment decisions, but...

It has been over 50 years since Peter Dietz published his seminal work ‘Pension Funds: Measuring Investment Performance’ – when performance measurement became both standardized and quantifiable and a new...

Look-through transparency for performance and risk-practical considerations, challenges, and opportunities