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The Journal of Performance Measurement
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The Journal of Performance Measurement, published by David Spaulding and launched in 1996, is an international publication focused on investment performance measurement. Topics covered in the Journal have included handling of rates of return, attribution models and methodologies, risk measurement, and the performance presentation standards. Frank Russell Company revealed their previously secretive attribution linking model in the Journal of Performance Measurement . Thomson-Vestek shared its methodologies in The Journal of Performance Measurement as well . Wilshire Associates disseminated the details of their linking algorithm in The Journal of Performance Measurement.. The Journal has conducted and published interviews with many noteworthy individuals in the investment industry including Nobel Prize Winners Franco Modigliani and William Sharpe, and portfolio managers Gary Brinson, Jack Bogle, and Barton Biggs. The Dietz Award The Dietz Award for Excellence in the Field of Investment Performance Literature, named after Peter O. Dietz in honor of his contributions to the industry, is given to the author of the article voted as best of the year by the members of The Journal of Performance Measurement's Advisory Board. PMAR Conferences The Journal of Performance hosts two conferences a year - PMAR and PMAR Europe. PMAR stands for Performance Measurement, Attribution and Risk. The PMAR Conference has been held annually in the United States since May of 2003, while PMAR Europe's inaugural event was held in June of 2010 in London and is also held annually. 
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