Related Insights
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04 April 2025Webinar recording: Fundamentals of currency decisions in performance attributionWatch our webinar to better understand how different decisions in currency overlay programs are impacting a portfolio’s overall performance
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06 March 2025How currency attribution enhances performance analysisDiscover how asset owners can adjust their approach to attribution in currency overlay programs to obtain useful insights into the added value of each decision.
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02 December 2024Charting the unpredictable: Harnessing data-driven solutions to enhance investment decision makingDiscover how pension funds are navigating challenges including ageing populations, DC transitions, climate change, regulatory shifts, and market uncertainties.
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28 May 2024A Decision-based Approach to Risk-Adjusted Performance AttributionAccess the paper that won the Journal of Performance Measurement’s 2024 Peter Dietz Award for ‘Excellence in the Field of Performance Measurement Literature’
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22 August 2023Elske van de Burgt sit down with Pat and Doug for Episode 7 of TSG Time podcastListen to Elske van de Burgt on Episode 7 of TSG Time podcast where she talks about the 2002 Dietz Award-winning article, “Decision-based Evaluation of the Performance of a Hierarchically Structured Investment Process,” which she co-authored with Jeroen Geenen, Marc Heemskerk, and Michiel Heerema, and provides some information on her upcoming speaking engagements and her research process.
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02 August 2021An investment performance classic, introducing our September webinar
With our September 16 Multi-Asset Attribution webinar coming up, we re-publish this decision-based attribution methodology classic.