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1st Quarter 2000
IN THIS ISSUE
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- Articles
David Blitzer, Ph.D.The stocks in the index most widely used by the financial industry are determined by a combination
of general guidelines and the human judgment of a nine-person committee. Harindra de SilvaThe author finds numerous factors such as projected earnings or book-to-price go in and out of
favor in the stock market, but nevertheless tend to have persistent and predictable effects on
stocks in the S&P 500 for extended periods. Dan diBartolomeoInternet stocks with returns exceeding 1000% in less than two years are reported. Numerous
investment firms that chose not to invest in Internet stocks have badly trailed their peers in performance. Koen De LeusThe author quantifies the widely observed convergence phenomenon among western European
countries and contrasts it with the performance of industry sectors in western Europe, using his
firm’s own sector-based indexes. Alex Frino, Andrew WestStock indexes differ widely in terms of their composition. What effect, if any, does this have on
the efficiency of stock index futures? James PritchardThere are a number of costs attached to active management of portfolios that can vary
considerably from manager to manager, strategy to strategy, and market to market. William O'Rielly, Michael PreisanoGranted that active managers cost more for many reasons than passive managers and on average
have performed worse, what can you do about it? Rodney AlldredgeThe author draws on his portfolio management experience and passes along his thoughts on
approaches to the problem of managing large-scale equity diversification. Burton MalkielWith the arresting title “ Dow 36,000 ,” James K. Glassman
and Kevin A. Hassett tell us, in the memorable words of Jimmy
Durante, “You ain’t seen nothing yet.”
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BROWSE ARCHIVES
 2000 
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SEARCH IN JOURNAL OF INDEXES
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