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| Tekijä: | Tierney, D.E. Winston, K. |
| Otsikko: | Defining and using dynamic completeness funds to enhance total fund efficiency |
| Lehti: | Financial Analysts' Journal
1990 : JUL/AUG, VOL. 46:4, p. 49-54 |
| Asiasana: | PORTFOLIO MANAGEMENT FUNDS INVESTMENT ANALYSIS |
| Kieli: | eng |
| Tiivistelmä: | Review of the use of a dynamic completeness fund to reduce portfolio fund risk for sponsors. The sponsor's objective. Benchmark and value-added portfolios. Value-added portfolio. A quantitative condition. Allocating the plan sponsor's portfolio. Selecting a dynamic completeness fund and when is it needed. The misfit-correcting portfolio. Constrained completeness funds. |
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