New PDF release: Active Index Investing: Maximizing Portfolio Performance and

By Steven A. Schoenfeld

ISBN-10: 0471257079

ISBN-13: 9780471257073

For over 3 a long time, indexing has turn into more and more authorized via either institutional and person investors.  Index benchmarks and funding items that tune them were a driver within the transformation of funding technique from artwork to technological know-how. but traders’ knowing of the sophistication of this burgeoning box has lagged the growing to be use of index products.

Active Index Investing is the definitive consultant to how indexes are developed, how index-based portfolios are controlled, and the way the world’s so much refined traders use index-based ideas to augment functionality, lessen charges and reduce the hazards of investing.

Active Index Investing offers a finished assessment of (1) the funding theories which are the root of index established making an investment, (2) most sensible practices in benchmark building, (3) the starting to be global of index-based funding autos, (4) state-of-the-art index portfolio administration techniq ues and (5) the myriad methods traders can and do trap the advantages of indexing.

Active Index Investing has a distinct structure that captures the perspectives and views of over forty of the funding industry’s top specialists and practitioners, whereas retaining a holistic view of this advanced subject material. as well as the Appendix and word list in the publication, it gains an E-ppendix, to be had at www.IndexUniverse.com

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Extra info for Active Index Investing: Maximizing Portfolio Performance and Minimizing Risk Through Global Index Strategies

Sample text

Among the most notable are portfolio trading, securities lending, and structured transition trades. The same focus on efficiency of exposure and risk management led to the development of stock index futures and options. qxd 6/14/04 8:46 AM Page 2 2 INDEXING IS ACTIVE of exchange-traded funds (ETFs), which started as an evolved blend of the techniques of both portfolio trading and index derivatives, has extended the benefits of indexing to a huge new group of potential users. Furthermore, ETFs, unlike previous index vehicles such as index mutual funds, are appropriate and efficient for both institutions and individual investors: The participation of one type of user does not disadvantage the other.

Furthermore, ETFs, unlike previous index vehicles such as index mutual funds, are appropriate and efficient for both institutions and individual investors: The participation of one type of user does not disadvantage the other. Finally, although indexing started with equities, it has expanded into most other asset classes and virtually every equity market in the world. The growth and development of indexing has been both a theoretical and practical financial revolution, and it is steadily advancing.

Its purpose is to help the reader gain a better understanding of the multiple dimensions of indexing, which are then explored comprehensively in the rest of the book. The impact of index investing has gone well beyond index-based portfolios; its transparency and efficiency have dramatically changed the investment landscape. Benchmarks have moved from being theoretical constructs to become truly transparent and efficient investment alternatives. What better method of measuring active manager performance could be devised than a yardstick for asset class exposure?

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Active Index Investing: Maximizing Portfolio Performance and Minimizing Risk Through Global Index Strategies by Steven A. Schoenfeld


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