haku: @author Fabozzi, F. J. / yhteensä: 13
viite: 1 / 13
« edellinen | seuraava »
| Tekijä: | Collins, B. M. Fabozzi, F. J. |
| Otsikko: | Considerations in selecting a small-capitalization Benchmark. |
| Lehti: | Financial Analysts' Journal
1990 : JAN/FEB, VOL. 46:1, p. 40-46 |
| Asiasana: | EQUITY PORTFOLIOS DIVERSIFICATION SHARES INVESTMENTS |
| Kieli: | eng |
| Tiivistelmä: | A discussion of the issues affecting the choice of a small capitalization benchmark: historical performance, data availability, diversification, transaction costs, administrative feasability, biases in benchmark candidates and derivative products for hedging. Potential benchmarks. Historical price performance. Biases. Weighting scheme. Sector weights. Capitalization range. Transaction costs. Turnover and rebalancing. Liquidity and market impact. Administrative feasability. Other issues and hedging. Five Tables illustrate the study. |
« edellinen | seuraava »
SCIMA