Journal Of Indexes
1999
1st Quarter 1999
Journal of Indexes Articles
Confessions of a Market Timer
by Robert Fischer
A fund manager whose mode is active money management and chart analysis gives serious thought to what a successful trading system ought to look like. He may or may not prove to have the Holy Grail, but he has some useful thoughts to contribute to the quest.Dow Theory Lives!
by Stephen Brown, William Goetzmann, Alok Kumar
The authors realized a classic study of that first major try at technical analysis, the Dow Theory, was flawed.Liability Index: The True Objective
by Ronald Ryan
Ryan argues that pension plan portfolio managers are benchmarking against market indexes when they should be benchmarking against what is happening to the present value of liabilities they eventually have to meet. Infrequent and delayed liability data are part of the problem.EMU, Diversification, and LoCorr2
by Herbert Blank
Diversifying internationally in the face of increasing correlations among countries and even continents is a problem now and may well become more so in the future.Enhanced Equity Index Strategies: StocksPLUS
by John Loftus, Sabrina Callin
PIMCO’s product addresses a significant issue: If you believe indexed, passive management is the best or primary way to go, are you then limited to the returns inherent in that index? Or can you manage to do better, and if so, how much better? PIMCO’s answer is you can do better, and the authors outline a way to do it.The Case For Indexing
by Andrew Olma, Paul Kelash
Barclays Global Investors commissioned a study of the index fund phenomenon.The Case Against Indexing
by Birinyi Associates Inc.
Birinyi Associates studied the index fund phenomenon and found a lot to criticize in something so hugely successful.Are You Really A Growth Or A Value Investor?
by Satya Pradhuman, Mohamed Chbani
Research in psychology and management development argues that individuals have preferences for analyzing, interpreting and assimilating information.What Is Style?
by Satya Pradhuman
Defining growth stocks vs. value stocks by measures like price-to-book is often unsatisfactory.News
