Search results
David Spaulding, CIPM is an internationally recognized authority on investment performance measurement. He’s the president of The Spaulding Group, Inc., and founder and publisher of The Journal of Performance Measurement®. He consults to clients throughout the world on investment performance and risk issues.
- Geometric Attribution: Allocation Effect
- Geometric Attribution: Selection Effect
- Geometric Attribution: Interaction Effect
Here we find the two approaches, the original Brinson, Fachler arithmetic view, and the equivalent for geometric: We see how the weight factors are identical; and, as promised, the subtraction of returns from the arithmetic model is represented as division in geometric.
We of course have an option with selection: whether to use the benchmark weight, and also represent the interaction effect, or use portfolio weight, which eliminates an interaction term (selection then becomes selection plus interaction). Since I’m a fan of interaction, I’ll use benchmark weight: Again, we see how our return differences in the orig...
Because we used benchmark weight in selection, we’re obligated to have an interaction effect: Because interaction is simply the difference in weights times the difference in returns, we can clearly see how Carl’s approach handles differences differently (great choice of wording on my part)! That is, weight differences are shown with subtraction, wh...
In some of his videos, Spaulding can be seen wearing a Star of David necklace. He rejects any accusations, however, that as a non-Jew he is appropriating a Jewish symbol as part of his...
Sep 14, 2022 · David D. Spaulding, DPS, CIPM is an internationally recognized authority on investment performance measurement. He’s the Founder and CEO of The Spaulding Group, Inc., and founder and publisher of The Journal of Performance Measurement®.
In telling the full story of David Spaulding and what happened to him over fifty years ago, we intend to show how narrative can be fruitful, if not crucial, for law students as they develop their professional identity and purpose. More specifically, we examine the teaching and learning of legal ethics from the perspective of professional identity.
During economics classes, the difference between the 'median' and the 'mean' is often addressed. Many students see these as approximately equal. Well, that does not apply to financial market...
People also ask
Who is David Spaulding?
What is the Spaulding Group?
Who is Bill Spaulding?
Who was Robert Spaulding and what did he do?
Who is Gary Spaulding?
Who is Daniel-Ryan Spaulding?
In this episode, he shares some of the highlights of his career, discusses how the company became the leader in the performance and risk measurement conference space, and tells us why Dublin,...
