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sector allocation

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Real Estate Performance Attribution: Pure Theory Meets Messy Reality
The popularity of performance attribution in the publicly-traded equities arena may soon spill over to real estate markets. This study analyzes the practical and statistical problems that may arise when real estate managers apply this technique to their portfolios. The study involves three data sets: a portfolio of publicly-traded REITs,...
Tags: REIT, Theory, Stock, Data Set, Stock Selection, Sector Allocation, Real Estate, Investment, Business Operations, Finance
White papers 2002-01-01

Additional Resources

Sector Rotation ETF Sheds Energy, Tech for Finance, Medical
Jason Neault submits: The Claymore/Zacks Sector Rotation ETF XRO recently rebalanced the fund’s holdings, on April 2nd. The ETF is based on the Zacks Sector Rotation Index, which uses a quantitative methodology to overweight sectors with “potentially superior risk-return profiles”. The sector allocation is done on a quarterly...
Tags: ETF, ETF Planet
External links 2009-04-14
NMFS will provide interested parties an opportunity to comment on the proposed Sector Operations Plan and Supplemental Environmental Assessment prior to final approval or disapproval of the Sector Operations Plan and allocation of Georges Bank cod total a
NMFS will provide interested parties an opportunity to comment on the proposed Sector Operations Plan and Supplemental Environmental Assessment prior to final approval or disapproval of the Sector Operations Plan and allocation of Georges Bank cod total allowable catch to the Fixed Gear Sector for fishing...
Tags: In The News Inc.
Research articles 2008-03-17
Sector grows steadily in size.
The S&P Asset Allocation Global Neutral sector has had a middling performance compared with similar indices. Over the three years to 1 March, the sector lost an average 10.6 per cent. This meant it outperformed the S&P Global 1200 equity inde The S&P Asset Allocation Global...
Tags: S&P
Research articles 2004-04-26
Asset Allocation commentary by Standard & Poor's.
The IMA Asset Allocation sectors remain consistently in the mid range of the performance league over the 12 months to 11 December and sector average returns are similarly modest over six months and three months to date. The IMA Asset Allocation sectors remain consistently...
Tags: asset, asset allocation, performance, S&P
Research articles 2006-12-18
Private sector defined benefit schemes still suffering, says NAPF
The recession has continued to take its toll on private sector defined benefit DB pension schemes, according to new research by the National Association of Pension Funds NAPF. The NAPF's Annual Survey has revealed that 23% of schemes remain open to new members, compared to 28% a year ago. Further...
Tags: Pension Fund
News items 2009-11-27
WORLD BANK ASKS GOVT TO GIVE SUBSIDY TO FERTILIZER SECTOR.
ISLAMABAD, April 29 Asia Pulse - The World Bank has asked the government to make a budgetary allocation to provide a subsidy to the fertilizer sector from July 1, 2003 instead of creating an imbalance in the natural gas tariff. ISLAMABAD, April 29 Asia...
Tags: subsidy, tariff, World Bank
Research articles 2003-04-29
Variety is running theme within sector.
The Asset Allocation Global Neutral sector is a small world, as can be seen in the FT Fund Ratings table opposite. This is because a majority of the funds that are covered by Standard & Poor's are uncategorised, according to FTFR. The peer group The...
Tags: asset, asset allocation, S&P
Research articles 2004-11-08
Controlling Costs With Cost Allocation
In a low-inflation environment, any costs that are growing significantly can quickly threaten a company's competitiveness. And as more companies self-insure their casualty and even property risks, many are finding cost-of-risk elements rising faster than inflation. One of the best ways to control such costs is to have a well-designed,...
Tags: Allocation
White papers 2002-04-01
Using Equity Market Prices and Volatility to Manage Corporate Bonds
Fixed income managers have, for years, looked to the corporate bond sector as a source of excess return above their broad market benchmark. Simply overweighting the corporate sector vis-a-vis treasuries has historically produced an increase in return due to the yield advantage. In recent years, the return advantage has decreased...
Tags: Volatility, General Electric Co., Bond, Equity, Sector, Investment, Finance
White papers 2004-04-20
Optimal Portfolio Allocation In A World Without Treasury Securities
If current projections of future budget surpluses materialize, investing in Treasury securities–an asset class with which investors have long been familiar–could eventually become a thing of the past. This paper examines the extent to which investors' portfolio allocation decisions are likely to be affected by the retirement of all federal...
Tags: Security, Allocation, Investor, Financial Accounting, Finance
White papers 2001-01-17
General Equilibrium Dynamics Of Multi-Sector Growth Models
This paper analyzes Walrasian general equilibrium systems and calculates the static and dynamic solutions for competitive market equilibria. The Walrasian framework encompasses the basic Multi-Sector Growth MSG models with neoclassical production technologies in N sectors industries. The endogenous behavior of all relative prices and the sectorial allocation of the two...
Tags: Management, Strategy, University Of Copenhagen, Walrasian Framework
White papers 2004-03-17
JORDAN: BANKING SECTOR - 2006 REVIEW.
According to "Jordan Times", in January, Arab Bank increased its paid up capital to JD356 million by offering 176 million shares for private subscription at a price of JD6 per share, in addition to the allocation of four million shares as t According to "Jordan Times",...
Tags: Arab Bank, banking
Research articles 2007-01-18
FCC proposes general allocation for 50 MHz of government spectrum
The FCC is requesting comment on whether the initial 50 MHz of spectrum transferred from the federal government to the private sector should be a "general allocation" to fixed and mobile wireless services. At its Oct. 20 public meeting, the commission adopted a notice of proposed rulemaking in Engineering...
Tags: allocation, commission, FCC, Government, mobile, SALES, spectrum
Research articles 1994-10-31
Meridian Investment Management announces the Meridian/Invesco sector variable annuity
ENGLEWOOD, Colo.--BUSINESS WIRE--June 12, 1996--Meridian Investment Management Corp. is pleased to announce the introduction of the Meridian/Invesco Sector Variable Annuity.According to Dr. Craig T. Callahan, chief investment officer at Meridian, "the Meridian/Invesco product is currently the only variable annuity to include dynamic asset allocation and sector rotation strategies, and we...
Tags: annuity, asset, equity, FINANCE, Invesco, Investment, investor
Research articles 1996-06-12
Prudential Adds Three New Hybrid Sector Portfolios to Mutual Fund Family
NEWARK, N.J.--BUSINESS WIRE--May 26, 1999-- Prudential Technology Fund, Prudential Health Sciences Fund and Financial Services Fund Combine Concentrated Sector Investment and Enhanced Index Allocation Prudential Investments, a unit of the Prudential Insurance Company of America, today announced the introduction of three new sector mutual funds: Prudential Technology Fund,...
Tags: Benefits, FINANCE, Investment, Prudential Insurance Company of America
Research articles 1999-05-26
Flurry of mining interest revives flagging Footsie
Bid hopes lifted Lonmin yesterday as the mining sector gave the FTSE 100 its first gain of the week.The platinum specialist was up 9.4 per cent to £15.78 after Exane BNP Paribas added its weight to speculation Xstrata will make a second bid approach.Xstrata, Lonmin's 24.9 per...
Tags: Xstrata Plc., Lonmin Plc., Financial Accounting, Finance, Equities, Market News, Market Reports, Markets, Financial Times
External links 2009-09-04
COUNTERING CORRELATIONS; Increased sector investing gets a boost from Ibbotson study.(News)(Ibbotson Associates Inc. study)
Byline: Dave Kovaleski CHICAGO - As equity market performance continues to leave a bad taste in the mouths of investors, a new study by Ibbotson Associates Inc. says further slicing of the asset allocation pie into sectors can spice up overall investment returns. ...
Tags: Ibbotson Associates Inc.
Research articles 2002-12-23
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, Asset Class, Asset Management, Business Operations, Operational Planning, Real Estate
White papers 2002-10-01
Public Sector Efficiency: An International Comparison
This paper computes Public Sector Performance PSP and Efficiency PSE indicators, comprising a composite and seven sub-indicators, for 23 industrialised countries. The first four sub-indicators are "Opportunity" indicators that take into account administrative, education and health outcomes and the quality of public infrastructure and that support the rule of law...
Tags: Indicator, Public Sector, European Central Bank
White papers 2003-07-01
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