haku: @author Cowhey, T.J. / yhteensä: 1
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Tekijä: | Rennie, E.P. Cowhey, T.J. |
Otsikko: | The successful use of benchmark portfolios: a case study |
Lehti: | Financial Analysts' Journal
1990 : SEP-OCT, VOL. 46:5, p. 18-26 |
Asiasana: | PORTFOLIO INVESTMENT SECURITIES FINANCIAL MANAGEMENT |
Kieli: | eng |
Tiivistelmä: | Analysis of the use of benchmark portfolios and their problems. Their construction. Definition. Stock weights. Performance attribution. Benefits. Cash positions. Rebalancing. Transaction costs. Cash flows. Costs. Multiple benchmarks. Investment horizon. Lack of standards. Anomalous market periods. Eight Figures illustrate the study. |
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