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Global High Yield Option Adjusted Spread

Global High Yield Option Adjusted Spread

Thursday, May 28, 2009

Performance attribution

I am starting to think about my summer reading. My list
will include stuff that I think has a good chance of
recharging my shattered confidence as an investment manager. This
is necessary after what I have experienced during the [ongoing]
crisis*. There are two ways to generate (positive or negative) investment
returns: luck and skill. The book largely is about telling the difference...

contact me if you like to get a printable file

* thank you Clear Channel for repayment of my bonds due Mai 15th
and thank you MGM for resolving your short term liquidity issues

Colin - Fixed Income Attribution - Full Book Colin - Fixed Income Attribution - Full Book api_user_11797_swapnilsharma.iitd

1 Kommentare:

eh said...

There are two ways to generate (positive or negative) investment returns: luck and skill.Glad to see a profi admit the luck part.

Bezüglich positive returns, either I was rather more skillful or rather luckier last year. For negative returns I am rather skillful and/or lucky this year. Irgendwie symmetrisch ... oder?