Magazine article from our research archive:
|
|
10 Conclusions.(Portfolio Performance Evaluation)(Brief article)
- Article from:
-
Foundations and Trends in Finance
- Article date:
-
April 1, 2006
- Author:
-
;
|
Copyright informationCOPYRIGHT 2006 Now Publishers, Inc. This material is published under license from the publisher through the Gale Group, Farmington Hills, Michigan. All inquiries regarding rights should be directed to the Gale Group. (Hide copyright information)
|
We have reviewed the models and methods for measuring portfolio performance and the evidence on the performance of professionally managed investment portfolios. Our review includes traditional measures, their properties and some of the important problems associated with the early measures. We also reviewed the more recent Conditional Performance Evaluation literature, weight-based performance measures and the stochastic discount factor approach, along with the evidence that these newer measures have produced. Our discussion has touched on equity style mutual funds, pension funds, asset allocation style funds, fixed income funds, and hedge funds. We draw several broad ...
Related newspaper, magazine, and journal articles:
|
Special Report: Fixed Income - Managers making bonds work harder.
Financial Times Mandate;
June 1, 2007 ;
700+ words
......both increasing their allocations to fixed income, and diversifying within those allocations...regulations . Philip Barleggs, head of fixed income and product management at Insight Investment...circumstances this involves moving money into fixed income assets. Some GBP62bn (91bn) of ...
|
|
Fixed income staff required in Germany.
Financial News;
March 12, 2003 ;
392 words
......headhunters say hiring is still strong in the fixed income market.John Jessen, of the Frankfurt-bas...operating in Germany are boosting their fixed income sales and trading teams, with credit...Frankfurt firm, said there was demand for fixed income derivatives salespeople who have ...
|
|
People on the move: Morley appoints Watts as head of its global fixed...
Pensions Week;
December 6, 2004 ;
170 words
......appointed Mark Watts as head of global fixed income. Reporting to Ceris Williams, head of fixed income, Watts' role will be to enhance Morley...by harnessing the capabilities of the fixed income team as well as developing new capabilities...
|
|
Instinet Unveils Technology Architecture of Fixed Income Trading...
PR Newswire;
June 15, 1999 ;
700+ words
......of its electronic brokerage service for the fixed income market. Instinet Fixed Income is currently undergoing user acceptance testing and is scheduled for release to fixed income traders later this year. Our goal with Instinet...
|
|
|
Schroders loses top fixed-income staff to Insight.
Financial News;
July 23, 2003 ;
256 words
......with the loss of three of its senior fixed income team to Insight Investment, the asset...bank HBOS.Robert Gall, head of European fixed income, Andrew Wickham, head of sterling fixed income and Richard Dryer, fixed income fund...
|
|
Fixed income as an Alpha generator.
Investment Adviser;
April 24, 2006 ;
548 words
......for an unconstrained approach to fixed income investment. This has resulted in the emergence of a new range of fixed income funds with the potential to generate higher alpha for investors. For fixed income fund managers the ability to manage...
|
|
|
J.P. Morgan Investment Management Inc. Adds Two to Its Fixed Income...
PR Newswire;
April 10, 2000 ;
403 words
......announced today the expansion of its fixed income product team with the addition of Abigail...Morgan as a vice president in the U.S. Fixed Income Group, where he will be a portfolio...Management responsible for managing fixed income portfolios and overseeing credit analyses...
|
|
|
Asset Allocation: Mandate Analysis - Northern's fixed income prowess.
Financial Times Mandate;
June 1, 2005 ;
662 words
......strategies to get the most out of their fixed income portfolios. The need for improving diversification...to different asset classes within the fixed income universe in order to try and match long-te...many mandates being awarded to external fixed income managers. According to data ...
|
|
|
Baring man gets fixed income job at Morley.
Investment Adviser;
November 29, 2004 ;
244 words
...Baring fixed income manager Mark Watts has been appointed as head of global fixed income at Morley Fund Management. Mr Watts will join...building of segregated mandates of aggregated fixed income asset classes run by Morley. The company said...
|
|
|
How Much am I worth?: Vice president, fixed income sales, US investment...
Financial News;
July 25, 2002 ;
482 words
......London pay packages: Vice president, fixed income sales, US investment bank: salary pound...when equities are performing badly, fixed income products are in the ascendant - but...than keep it in financial markets, the fixed income market has been unsteady, to say the...
|
|
|
Special Focus: Fixed income - Intro.
Pensions Week;
October 18, 2004 ;
231 words
...Until recently fixed income was primarily used by UK pension...equity bubble burst, the role of fixed income has come to the fore. To meet the...maturing pensions with huge deficits, fixed income providers have been forced to develop...
|
|
FIXCITY to launch fixed income IOI distribution solution; ioinet to...
M2 Presswire;
May 22, 2007 ;
632 words
......2007-FIXCITY: FIXCITY to launch fixed income IOI distribution solution; ioinet...provide centralised service for fixed income indications of interest(C)1994-20...will be extended to include fixed income instruments and will significantly...
|
|
|
Fixed Income's star performer.
Investment Adviser;
August 9, 2004 ;
410 words
...Even though the S&P Fixed Income GBP High Yield has been the top performing sector among all fixed income sectors in the year to 31 May, the key to fixed income now could be to have a balanced portfolio in both investment grade and high yield...
|
See all results.
Or, try our
Advanced Search.
|