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31 Resources for

asset class

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Asset Allocation and Mutual Funds: Asset allocation is the current rage of the mutual fund industry. In its simplest terms, asset allocation refers to the process of adjusting the relative proportion of different asset classes in an investment portfolio. Precisely because it is so popular, the merits of asset allocation tend to be accepted uncritically....; Tags: Asset management, Mutual funds, Investment, asset allocation, asset class, asset, volatility, mutual fund, allocation; White papers
Performance Attribution and Style Analysis: From Mutual Funds to Hedge Funds: Sharpe (1992) proposed an asset class factor model for performance attribution and style analysis of mutual fund managers. The elegance of Sharpe's (1992) intuition was demonstrated empirically by showing that only a limited number of major asset classes were required to successfully replicate the performance of an extensive universe of...; Tags: Mutual funds, Retirement plans, Asset management, Investment, Duke University, asset class, mutual fund, asset, performance, hedge fund, analysis; White papers
Advanced Strategies For Managing Volatility: Investors are exposed to financial risk in two ways: company specific risks or market risks. Long-term investors can virtually eliminate exposure to company-specific risk by diversifying among many different securities in the same asset class. Market risk is managed ? but not eliminated ? by holding investments in several different...; Tags: Asset management, McGraw-Hill Companies, asset class, asset, investor, investment, risk, volatility, theory, strategy, financial, security; White papers 2003-01-01
Inflated Fears': International small capitalization equity as an asset class has been receiving increasing attention from fund sponsors over the past several years. This article briefly examines some of the implementation issues facing a fund sponsor wishing to make an allocation to international small cap. It begins with a brief discussion of...; Tags: Asset management, asset class, allocation, asset, equity; White papers 2004-08-20
CDOs - Here to Stay: Collateralized Debt Obligations (CDOs) are a relatively young asset class. The first CDOs appeared in the late 1980s as the securitization technology that was applied in the mortgage markets was applied to corporate debt. As CDO technology and information such as default and recovery statistics, credit rating migration studies, correlation...; Tags: Asset management, General Electric Co., asset class, asset, modeling, agency; White papers 2004-07-28

The Future of Asset Management: Separation of Market Returns and Value-Added: The way that investments are managed will fundamentally change in the coming decades. The changes will unfold as investors and managers seek out portfolio structures that maximize the likelihood of meeting investment objectives. The distinguishing feature of the structure foreseen is that the market returns elements of a portfolio -...; Tags: State Street Corp., asset, asset management; White papers 2003-10-03
Benchmarks For That Other asset class: In the global capital markets, fixed-income has traditionally played second fiddle to the more glamorous equity asset class. The topsy-turvy markets of the third millennium have the underdog asset class gaining much recognition. Recent volatility in the markets and uncertainty across the geopolitical spectrum has seasoned retail investors blowing dust...; Tags: Investment, Financial services, bond, equity, asset class, asset, capital market, volatility; White papers 2003-10-01
Quantitative Analysis of Hedge Fund and Managed Futures Return and Risk Characteristics: Hedge funds and commodity trading advisors have different trading styles and trading opportunities than traditional stock and bond mutual fund managers. As a result, factors that incorporate the possibility of returns to trending prices, short sales, and volatility may better capture their relative return movement. Previous studies have focused on...; Tags: Asset management, Investment, Financial services, University of Massachusetts, asset class, hedge fund, quantitative analysis, asset, volatility, bond, stock, sales; White papers 2003-06-13
The Case For Emerging Markets Debt: In the past, investors may have too easily dismissed Emerging Markets Debt EMD based on misperception of the asset class and lack of information. The asset class offers unique investment opportunities with the potential for high income and high total returns in a low return environment. These markets are relatively...; Tags: Asset management, Financial services, Investment, Morgan Stanley, asset class, asset, fixed income, emerging market, equity, income, environment; White papers 2003-05-16
Emerging Markets – The Current Debate: The short-term case for investment in emerging markets is currently strong. Valuations are at attractive levels, interest rates are falling globally, domestic economic growth is healthy, and corporate earnings growth is sound. Indeed, the prospect of a major bounce in these markets over the next twelve months, as the world...; Tags: Financial services, Asset management, Marketing research, Institute for Fiduciary Education, asset class, emerging market, corporate earnings, asset, investment, interest rate, valuation; White papers 2003-01-01
The Future Of Asset Management:Separation Of Market Returns And Value-Added: This article states that the way investments are managed will fundamentally change in the coming decades. The changes will unfold as investors and managers seek out portfolio structures that maximize the likelihood of meeting investment objectives. Although the changes will unfold incrementally due to the presence of entrenched institutional practices,...; Tags: Asset management, Investment, State Street Corp., asset class, asset, valuation, investor, benefit, strategy; White papers 2003-01-01
Rebalancing A Global Policy Benchmark : How To Profit From Necessity: A buy-and-hold strategy leads to a drifting portfolio mix that is both difficult to justify and unprofitable when compared to the appropriate alternative. Rebalancing is imperative from a risk control standpoint and is the only passive option that systematically addresses the policy benchmark. Even though a drifting mix may appear...; Tags: asset class, strategy, equity, asset, window, benefit; White papers 2003-01-01
Is Global Asset Allocation Still Appropriate?: This paper elucidates that diversification through inclusion of foreign categories in an investment portfolio reduces risk and increases rates of return. However, diversification has a cost. Sometimes it works when it is wished it would not. While diversified portfolios have generated strong absolute total returns, they can never be favorably...; Tags: Asset management, asset class, diversification, asset, asset allocation, allocation; White papers 2003-01-01
Why REITs? Why Now?: This article is for investors who invest in the asset class, and for those pondering whether to take the plunge, and present the top ten reasons to own REITs and why now. Although public market real estate investment trust (REIT) performance over the past five years has seen a fair...; Tags: Investment, State Street Corp., REIT, asset class, real estate, investor, asset, industry, performance; White papers 2003-01-01
A Limited Case for Variable Annuities: As most investment professionals know, annuities are sold, not bought. For starters, most investors have more than enough tax-sheltered assets in the form of IRAs, 401(k), 403(b), pension/profit-sharing plans, and other tax-deferred accounts. Not until one has "maxed out" these vehicles should annuities even begin to light up on the...; Tags: Investment, Asset management, Taxes, annuity, asset class, tax, asset, 401(k) plan, REIT, bond, radar, financial, stock, environment, security; White papers 2003-01-01
Real Estate: A Distinct asset class or an Industry Sector: Some observers have argued that real estate is simply another industry sector to be financed - not a distinct asset class. These advocates contend that if real estate had been evaluated with the same scrutiny of other asset classes, there would have been no need for a specific allocation to...; Tags: Asset management, University of Washington, asset class, real estate, asset, allocation, industry; White papers 2002-10-01
The Mathematics Of Returns-Based Style Analysis: This article, explains the mathematics of Sharpe’s algorithm. As it turns out, a fairly complete and mathematically rigorous description of the algorithm can be given without using a lot of mathematical formalism. William F. Sharpe's method of returns- based style analysis is substantially different from classical multivariate regression analysis. While...; Tags: Asset management, asset class, asset, algorithm, analysis; White papers 2002-08-01
Asset Allocation: Management Style and Performance Measurement: This white paper reveals about Asset allocation which is generally defined as the allocation of an investor's portfolio among a number of "major" asset classes. Clearly such a generalization cannot be made operational without defining such classes. An effective way to accomplish all these tasks is to use an asset...; Tags: Asset management, Institutional Investor Inc., asset class, asset allocation, asset, mutual fund, allocation, performance; White papers 2002-07-09
Hedge Funds: Approaches to Diversification: This paper has two goals: to determine if hedge funds are a separate asset class and if so, if any of the correlations between hedge fund strategies are low enough to enable fund of fund managers to strategically diversify within the hedge fund arena. The findings indicate that hedge funds...; Tags: Investment, Financial services, hedge fund, asset class, asset; White papers 2002-06-17
The State of the Market: long-term risk/return profile of their portfolios. The downturn in the industry over recent years, however, is forcing investors to reassess the benefits of the asset class. Recent years have witnessed the emergence of private equity investing in full spotlight. Since the early 1990s, private equity investing has steadily grown from...; Tags: Investment, Financial services, Asset management, asset class, private equity, asset, investor, benefit, industry, tool; White papers 2002-04-10

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