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Institutional investors in the Netherlands have been steadily adding international securities to their portfolios. As a result, two subjects have become increasingly ...
Markets may be segmented in various ways to improve returns. We will refer to the center as the universe of investments in ...
This article first explores the rationales behind bond index construction. It then describes a way indexes could be constructed so that over ...
For many years, quantitative investors trying to balance risk and return have been guided by academic finance. Harry Markowitz taught us to ...
Enhanced indexing is suddenly a hot topic. The authors conjecture that much of this interest is driven by dissatisfaction, for the past ...
The ongoing globalization of world economies and introduction of the euro have prompted a reevaluation of country and sector effects on security ...
In this article, the authors examine how the volatilities and correlations in the global fixed-income markets have changed over the past decade. ...
A large amount of literature has accumulated over the years on various forms of “small-cap effects” that summarize a number of apparent ...
Your strategic asset allocation says that 10% of your assets should be in small-capitalization U.S. stocks. What type of manager should you ...
