Indexing for Maximum Investment Results

ISBN-13: 9781884964503 / Angielski / Twarda / 2001 / 398 str.

Albert S. Neuberg

Opis

Examines the use of indexing in investment. Topics covered include: choosing a benchmark; overview of the marketplace; using derivatives to index; performance track record versus active management; index methodology and other styles; and index price effects on constituent securities.

Spis treści

Preface, Contributors, Chapter 1 - Why the Case for Indexing Remains Strong, Chapter 2 - Benchmarks: Definitions and Methodologies, Chapter 3 - The First Index Mutual Fund, Chapter 4 - Optimal Indexing, Chapter 5 - Enhanced Indexing-Without Enhanced Risk?, Chapter 6 - Choosing a Benchmark, Chapter 7 - The S&P Effect Has Moved Beyond the S&P Composite, Chapter 8 - The S&PSOO is Not Your Father's Index, Chapter 9 - Performance Track Record versus Active Management, Chapter 1O - Overview of the Equity Index Fund Marketplace, Chapter 11 - Implementing Equity Index Portfolios, Chapter 12 - Adding Value Through Equity Style Management, Chapter 13 - Using Style Analysis to Build Completeness Funds, Chapter 14 - Index Shares, Chapter 15 - Fixed-Income Indexing, Chapter 16 - The Tax Advantages of Indexing, Chapter 17 - Optimizing Performance, Chapter 18 - The Licensing of Financial Indexes: Implications for the Development of New Index-Linked Investment Products, Index

O autorze

Neuberg, Albert S.