User talk:Brianmarc

Post modern portfolio theory

Hi - I'll leave the article alone for the moment - are there any notable sources that mention this theory or it's impact? if you've got em, smoke em, em cite them. --Fredrick day 20:06, 13 April 2007 (UTC)

This is an area out of my expetise but the article seems to be going along nicely. good work. --Fredrick day 15:24, 14 April 2007 (UTC)

Appreciate your encouragement. My biggest issues are the rather clumsy editing capabilities of Wiki, and the impenetrable math-symbol syntax. BTW: I have added the sources.--BMR 15:37, 14 April 2007 (UTC)

See below for an pre-generated message on how to make your signature appear on talkpages -

Hello. In case you didn't know, when you add content to talk pages and Wikipedia pages that have open discussion, you should sign your posts by typing four tildes ( ~~~~ ) at the end of your comment. You may also click on the signature button located above the edit window. This will automatically insert a signature with your name and the time you posted the comment. This information is useful because other editors will be able to tell who said what, and when. Thank you! --Fredrick day 15:41, 14 April 2007 (UTC)

Since this entry was initiated by me I decided to update it with additonal content. Also expanded the References section to include related theoretical work from other researchers and academics. --Brian Rom 20:06, 27 April 2007.

Someone added an incorrect (also invalid!) link to the subseqient AFIR Colloqium summary of the original article. As a co-author of the original I know what the timeline is on this. Please don't mess with it again, and restrict your edits to those of substance.--Brian Rom 10:38, 9 May 2007.

Volatility skewness is a ratio, so cannot be zero. The erroneous "correction" has been replaced with the original text. Please don't mess with it again until you have your facts straight.

The recently added links from "semivariance" in this article to another article, entitled "Empirical Semivariance" ('ESV') have been removed. A careful reading of this article will show ESV is incorrect in the context of post-modern portfolio theory.

Seems like Brian knows his stuff on this one, try and talk to him prior to making edits as the content of this article is very complex. —Preceding unsigned comment added by 68.174.172.58 (talk) 03:29, 16 April 2008 (UTC)

Hey, NoneTooSoon: Please don't meddle where you are unqualified!

Hey, Hebrides: Same message as to other unqualifie editors: Stop meddling in tech stuff that you are unqualified on. The Volskew measure is scaled at 1.00, NOT 0.5 (I designed this measure, so I have no idea as to where you come off making random changes).

Hey, Hebrides: Pse don't meddle where you're unqualified! The pdf for the 2-param lognormal that you linked to is irrelevant in this context.

License tagging for File:CROWLEY.jpg

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Hey, Henrides: Same message as to other unqualifie editors: Stop meddling in tech stuff that you are unqualified on. The Volskew measure is scaled at 1.00, NOT 0.5 (I designed this measure, so I have no idea as to where you come off making random changes).

File copyright problem with File:CROWLEY.jpg

File Copyright problem

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If you have any questions, please feel free to ask them at the media copyright questions page. Thanks again for your cooperation. Skier Dude (talk) 00:18, 7 April 2009 (UTC)

Re PMPT

Hi Brianmarc. The message you've left on my talk page has me completely baffled. Could you please include links to the article and/or edits you're referring to? Thanks. -- WikHead (talk) 00:41, 10 November 2009 (UTC)

Hello, Brianmarc. You have new messages at WikHead's talk page.
Message added 21:53, 10 November 2009 (UTC). You can remove this notice at any time by removing the {{Talkback}} or {{Tb}} template.

-- WikHead (talk) 21:53, 10 November 2009 (UTC)

Re PMPT

Actually, the first sentence my previous edit noted PMPT's "asymmetric measure of risk". So I think the downside-only concept is there, though naturally I am happy to see this comment clarified. Certainly I believe that the PMPT intro needs to discuss the difference between PMPT and MPT -- don't you? Why delete this outright?

As for PMPT criticisms, if PMPT only modifies the distribution and risk metric, then almost all of the MPT criticism still applies. For example, PMPT still requires the efficient market hypothesis to explain why securities would be expected to be correctly priced at purchase time, and still uses a back-fitted probabilistic (as opposed to structural) model of market returns. Etc.

Re your editorial: a little civility, please. You have no idea what I do and do not read. Why do you assume I'm ignorant as opposed to, say, pressed for time?

I propose that we work together to improve this article. --Jonathan Stray (talk) 04:54, 11 November 2009 (UTC)

Please...

...do not do this again. If you have concerns regarding article content please discuss the issue on the article talk page. Blanking article can be construed as disruptive and can jeopardize your editing privilege. Tiderolls 04:09, 21 January 2012 (UTC)

• I asked politely...now stop or I will block you. Tiderolls 04:12, 21 January 2012 (UTC)

• This edit contains a personal attack and is posed in a threatening tone. If you have concerns regarding content on this project ask for help; do not threaten or harrass. Tiderolls 04:30, 21 January 2012 (UTC)

January 2012

Welcome to Wikipedia. Please do not replace pages with blank content, as you did with this edit to Post-modern portfolio theory, as this is confusing to readers. The page's content has been restored for now. If there is a problem with the page, it should be edited or reverted to a previous version if possible; if you think the page should be removed entirely, see further information. Thank you. In actu (Guerillero) | My Talk 04:12, 21 January 2012 (UTC)

Blocked

You have been blocked indefinitely from editing for disruptive editing. If you would like to be unblocked, you may appeal this block by adding the text {{unblock|reason=Your reason here ~~~~}}, but you should read the guide to appealing blocks first. Tiderolls 04:47, 21 January 2012 (UTC)

• You have ignored several attempts to guide you on this page. You have convinced me that you do not wish to follow the policies and guidelines of this project. Tiderolls 04:39, 21 January 2012 (UTC)

• Brianmarc, you have a basic misunderstanding of how for legal reasons, Wikipedia must deal with potential copyright violations. The nature of anonymous editing here requires that anyone wishing to donate copyright material to Wikipedia must prove both their identity and their ownership of the copyright, particularly if that work has been previously published elsewhere. And it needs to be done through a specific process.

Simply shouting in a series of uncivil and disruptive comments that you are Brian Marc Rom, the holder of the copyright, is completely inadequate. Anyone can claim that. Wikipedia user names are actually more anonymous than editing from an IP. If you are indeed Brian Marc Rom and the owner of the copyright, this is done for your protection as well as Wikipedia's. You were left this message four months ago providing links to pages explaining how to go about affirming your identity and donating your copyright material. Instead of reading it carefully and following the procedures outlined there, you deleted it. Voceditenore (talk) 10:18, 21 January 2012 (UTC)

To this, I would add that I'm sorry that this experience has been so distressing to you. I realize that it must have been quite a shock to find the content gone, and I do recognize that it is quite likely that you are the copyright owner. However, as Voceditenore says, with the nature of our website and the legal issues of copyrighted content, we do have to follow verification processes to protect you, us, and our content reusers. If you are willing to go through those processes, we would be pleased to restore the content.

I'm sorry for the "red tape", but with legal matters we have no choice.

I'll be watching your talk page here; if you decide you'd like to follow the processes and need assistance, I will be happy to help you. --Moonriddengirl ^(talk) 13:53, 21 January 2012 (UTC)

OK, Moon,thanks for you reasoned response. But seeing a summary of what is essentially a career's worth of work suddenly disappear, and for bogus reasons that go back to events more than ten years old was indeed a shock. And not having any experience in dealing with the Wiki process, which includes not even being aware that I could receive messages on the site, left me without an understanding of the process, if any. For all I knew, you have web-crawling bots that do this stuff. But as for now, yes, if you could help me recover what is mine I'd appreciate it. Thank you, Brian Rom

E-mail

I have recieved your e-mail, Brianmarc, and have replied. Tiderolls 04:38, 22 January 2012 (UTC

Copy of email to Tide Rolls: I am completely confused by the administrative processes of this site. So I am not sure if this is an appropriate venue to try and explain why I believe this decision was insulting, unwarranted, arbitrary and unjustified. But here goes: The fact that the article contains large chunks of text identical to a publication is that I wrote the text of the chapter in that publication, which was itself a reprint of a magazine article that was a copy of a paper I had written for my company's clients and prospects!

So now I am 'guilty' of plagiarizing my own work! The result of all this is that I cannot use the same words and ideas in a Wiki article, an article, by the way, that I had originally created and carefully maintained for several years. Maybe the total absurdity of this situation will provide you with some insight into my anger at finding myself suddenly accused of intellectual theft and worse.

So, sir, I hope that commonsense will prevail, and that Wiki will undo some of the damage it has done to my work and my reputation.

P.S. Notwithstanding Moon's skepticism as to my actual identity, I am, in fact, Brian Marc Rom*, president of Investment Technologies and the original owner and creator of every sentence in the article you have removed.

• I will be happy to provide you with identity validation.

As you have stated before. Have you read Wikipedia:Donating copyrighted materials? Tiderolls 15:52, 22 January 2012 (UTC)

I have now read the material you have referred me to. I am comfortable that there are no problems with the COI restrictions. So it remains for me to obtain a satisfactory donation release. This/these will have to come from either one or both of the two prior publishers of the parent article. Do you require releases from BOTH Spaulding Group, the original publisher, AND Butterworth Heinemann Finance, the publisher of the book in which the chapter under my name contains the following footnote: "Source: This chapter was first published as 'Using Post-Modern Portfolio Theory to Improve Investment Performance Measurement' in the Journal of Portfolio Management Winter 1997/1998, pp. 5-13 and is reproduced by permission of Spaulding Group Inc."? Seems to me that in light of the preceding, Spaulding's release alone should be sufficient.

You won't need releases from the publishers, as long as you are certain that you retained the right to license your content elsewhere. (Some publishers restrict that; we once had to remove a large amount of content when an author's publisher failed to permit his licensing of it here.) If the publishers did restrict your right, we would require release only from the original. If they didn't restrict your right, all we need is to verifiably connect you to this account in the Wikimedia Foundation's record-keeping system.

Since your connection with Investment Technologies is pretty easy to verify, the quickest way to affirm your identity might be for you to mail info-enwikimedia.org from an email address associated with that company indicating that you own the copyright to the material and that, as editor Brianmarc, you are able to license it. It would be a good idea to link to http://www.investmenttechnologies.com/about.html. Because the volunteers who work that address will not necessarily know the details of the issue, it would probably be most helpful if you just tell them that you are verifying your identity so that your contributions to Post-modern portfolio theory can be restore. If you send such a letter, you can leave a note here, if you like. Unless one of the other people who handles that email address gets to it first, I can easily process it.

If there's any challenges with this approach (for instance, if you don't have an email visibly associated with that domain), there are alternatives. Just let me know! --Moonriddengirl ^(talk) 18:08, 22 January 2012 (UTC)

It would be good idea to use the standard format and wording for such emails which you'll find at Wikipedia:Declaration of consent for all enquiries as it is necessary to also explicitly state the type of license you are releasing the material under. The "Standard Choice" is:

"Creative Commons Attribution-ShareAlike 3.0" (unported) and GNU Free Documentation License (unversioned, with no invariant sections, front-cover texts, or back-cover texts)

But do read that whole "Declaration of consent" page carefully. - Voceditenore (talk) 18:23, 22 January 2012 (UTC)

MD, Voc, Many thanks for your prompt attention. Here is a copy of the email to info-eng. I l0ok forward to restoration of my editing rights and the unblocking of the secondary URL. TheExpertAllocator 20:41, 22 January 2012 (UTC)

This message is to verify my identity and state my ownership of the copyright and ability to license to the article specified in the affidavit below. The purpose of this request is to have you restore my ability to contribute to post-modern portfolio theory as editor Brianmarc.

The email address used in this message, brian@invtec.com, is one of several that are associated with my company. You can verify this by means of the link http://www.invtec.com/about.html

Thank you for your attention.

Brian M. Rom

I hereby affirm that I, Brian Marc Rom is the creator and sole owner of the exclusive copyright of the following article: “Using Post-Modern Portfolio Theory to Improve Investment Performance Measurement.” The Journal of Investment Performance, Winter 1997/1998. Abstract: Post-Modern Portfolio Theory (PMPT) extends the traditional mean/variance risk-return framework to incorporate downside risk and asymmetrical return distributions. While PMPT is now commonly used for portfolio optimization, it has not been extensively applied to performance measurement. They also provide a primer on PMPT and present relevant research and case studies that address many of the criticisms and misconceptions that have arisen with regard to PMPT. http://spgshop.com/usingpost-modernportfoliotheorytoimproveinvestmentperformancemeasurement.aspx I agree to publish that work under the free license "Creative Commons Attribution-ShareAlike 3.0" (unported) and GNU Free Documentation License (unversioned, with no invariant sections, front-cover texts, or back-cover texts).] I acknowledge that by doing so I grant anyone the right to use the work in a commercial product or otherwise, and to modify it according to their needs, provided that they abide by the terms of the license and any other applicable laws. I am aware that this agreement is not limited to Wikipedia or related sites. I am aware that I always retain copyright of my work, and retain the right to be attributed in accordance with the license chosen. Modifications others make to the work will not be claimed to have been made by me. I acknowledge that I cannot withdraw this agreement, and that the content may or may not be kept permanently on a Wikimedia project. I, Brian Marc Rom, am the copyright holder of “Using Post-Modern Portfolio Theory to Improve Investment Performance” January 22, 2012

I've replied to your email at your company address. As soon as you're able to respond to that, we should be able to clear up the copyright issue. I've unblocked your account, as I'm sure that there won't be any issues. We're all on the same page now for working through this. :) If you should have any problems editing, please let me know. I don't think your account should have an "autoblock" on it, but, if it does, we should be able to remove it. --Moonriddengirl ^(talk) 23:36, 22 January 2012 (UTC)

That's strange. :/ Let me check the autoblock log. --Moonriddengirl ^(talk) 00:02, 23 January 2012 (UTC)

I'm glad it worked out. :) Thanks for helping clear up the red tape. The note on your user page should eliminate any future issues, I hope. If not, it should be fairly easy to straighten out with that letter in our records! --Moonriddengirl ^(talk) 00:20, 23 January 2012 (UTC)

Downside risk and Sortino ratio

Brian it seems like you are modifying downside risk to a more specialized definition than it truly is. While the semi-deviation is an example of one such measure it is not the only one. This time I will just revert your edits and add in semi-deviation as an example, but I don't think you should unilaterally delete content with citations and replace it with uncited content.

Similarly, you seem to have decided to make the page on the Sortino ratio mostly about how it differs from the Sharpe ratio, which has a place in the article (perhaps its own section) but should not be the main focus of it.

If you want to edit entire pages to the extent you did on those 2 pages you should at least give a reasoning for it in the talk page. Zfeinst (talk) 15:49, 13 February 2012 (UTC)

I saw your comment on my talk page, so first, after this message I think it would be better to discuss the Sortino ratio and Downside risk pages on their individual talk pages. In regards to your comment about the Sortino ratio, I agree that the target should be above the risk free rate, but a source should be associated with it, so I have made that change to the Sortino ratio now. As for downside risk, your comments seem to only be there to remove content without rationale, so if you have good reason to do so I am willing to hear it (as I did with the target rate for Sortino), but you seem to be using your own opinions rather than the sources for downside risk. Can you please explain in the talk page.Zfeinst (talk) 03:46, 16 February 2012 (UTC)

As the individual who created the Sortino Ratio and the entire structure of PMPT, I don't think I owe you any explanation other than do your research before you get busy on topics you have little understanding about. Start with Nawrocki, then read my papers (aired by Brian Rom and Kathleen Ferguson). You might actually learn something. So I'm done with Playing Wiki tennis with you

And I agree that you are more informed on the subjects than I am. What I did (and do) have a grievance with is you editing out sections of page that are cited. And when I changed the page back after, I did so incorporating your points in as best I could. I appreciate the papers, and I will take a look at them in the next few days so that I can be more informed. Thank you for your help. Zfeinst (talk) 04:16, 16 February 2012 (UTC)

Your recent edits

Hi, Brianmarc. Obviously you have expert knowledge in a particular area. We need your help in building this encyclopedia. That being said, removing cited content, addressing editors as ignorant wannabes and flinging misspelled epithets, not exhibiting a willingness to respond to good faith inquiries by other editors and instructing editors to "leave article X alone!" run counter to the foundation on which this project is based as well as the guidelines on our collaborative principles. Please be more circumspect in how you deal with inquires from other editors. Please take the time to learn how wiki markup is executed and how discussion threads are formatted. Most importantly, consider our readers and what they perceive when they see a big, red "Cite error: There are <ref> tags on this page, but the references will not show without a {{Reflist}} template or a <references /> tag;" message at the bottom of an article. Go to the article talk pages, discuss your concerns with those editors that have requested your input. If satisfactory results are not forthcoming, Wikipedia has several processes to address dispute resolution. As always, please ask for clarification or help as needed. Regards Tiderolls 06:42, 16 February 2012 (UTC)

ArbCom elections are now open!

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