Arno Weber addresses how to deal with multi-period attribution effects resulting from single-period effects, such that the manageability criteria are preserved.
In its Spring edition, The Journal of Performance Measurement from the Spaulding Group published an article of Ortec Finance’s Arno Weber, CIPM. This article is about Attribution-driven Investment Decision Processes and specifically addresses how to deal with multi-period attribution effects resulting from single-period effects, such that the manageability criteria are preserved.
Interested? Download the article by filling out the form.
04 December 2020Ortec Finance’s Head of Research article published in The Actuary
Hens Steehouwer publishes in The Actuary on the frequency domain for correlations over different time periods, and its application in Economic Scenario Generators.
02 December 2020Tessa Kuijl to speak at RiskMinds Insurance December 9
Tessa Kuijl will present Taking into account non-traditional risk-drivers – a holistic ‘climate change’ approach on RiskMinds Insurance Virtual Main Conference.
01 December 2020Thari Diefenbach and Maurits van Joolingen to speak at TSAM Tech Show
Thari Diefenbach and Maurits van Joolingen will host a session on Providing Insights Into Complex Investment Decisions during the TSAM Tech Show on December 9.
19 November 2020First client signed up for new GLASS Workflow Automation API
First client signed up for new GLASS Workflow Automation API. Automate repetitive manual tasks, have your own reporting tools fed by GLASS? Contact us
18 November 2020Boost the Added Value of Advice with Goal Monitoring
Recent turbulence on the financial markets and the current uncertainty around the global economy highlight the necessity for frequently updated plans and goal-based strategies. Common market practice to provide a static plan to help clients reach their financial objectives, based on past performance only, is outdated. The technology to help advisors improve the investment decision making of their clients in a cost-effective and efficient way is available, so why wait?
11 November 2020Simulating FX hedging strategies and their impact on capital and dividends
With-Profits Portfolio Optimization at a Time Of Heightened Uncertainty III: simulating FX hedging, by Frido Rolloos and Marco Hoogendijk. Download here.
06 November 2020Proud sponsor of Cutter Associates Virtual Meetings
PEARL, Ortec Finance performance measurement & attribution software proud sponsor of Cutter Associates Virtual Member Meetings. Info, agenda, registration.
04 November 2020Elske van Burgt in 8th iPARM 2020 panel
8th iPARM 2020 with Elske van de Burgt, Head of Investment Performance in panel The Pros And Cons Of Traditional Investment Risk Measures. Listen or buy tickets.
26 October 2020Missed our Q3 Economic Outlook & Correlations webinar? Download materials here
Download the presentation, videorecording, Correlations whitepaper and our Q3 Economic Outlook here