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TOPIC - Indexes
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Futures Pricing Essentials
The basics of pricing index futures contracts.
IndexUniverse Staff
Monday, 15 December 2003
Pricing Index Options
Prior to expiration, option prices reflect an expectation about future index volatility, because volatility affects the chance that the index will move above or below the exercise price at expiration.
IndexUniverse Staff
Monday, 15 December 2003
Indexing and Corporate Governance
Should index funds and ETFs focus more on corporate governance as long-term investors?
Steven Schoenfeld, Stephen Wallenstein
Wednesday, 26 November 2003
Index Investing in Brazil
Brazil has one of the most vibrant financial markets in the world. Its stock and futures exchanges are ranked among the most liquid in terms of contract volume and dollar amount and provide a wide range of financial products.
Steven Schoenfeld, Stephen Wallenstein
Monday, 10 November 2003
The Russell Reconstitution – A different challenge every year
The level of interest in Russell rebalancing activity attracts a multiplicity of investment players who are drawn to perceived performance opportunities.
Amy Schioldager, Jane Leung
Monday, 10 November 2003
Index Rex
From the Journal of Indexes - The author unveils a methodology that seeks to incorporate the collective decisions of fund mangers into investable benchmarks in an article that was originally published in the Journal of Indexes in Q2 of 2002.
Gus Sauter
Tuesday, 09 September 2003
Fundamental Profit Based Equity Indexation
Don't believe in efficient markets or complex methodology? Neither do the authors. Enter the profit weighted index.
Paul Wood and Richard Evans
Tuesday, 01 April 2003
Stabilizing Returns With Derivatives
Used judiciously, derivatives may help dampen risk and bring stability to portfolio returns. Author discusses use of a buy-write strategy.
Matthew Moran
Monday, 30 September 2002
The Case For Core Earnings
The author addresses the lack of trust in U.S. market and proposes the adoption of S&P Core Earnings standard.
Q&A With David Blitzer
David Blitzer
Sunday, 30 June 2002
What Is Style?
Defining growth stocks vs. value stocks by measures like price-to-book is often unsatisfactory.
Satya Pradhuman
Friday, 01 January 1999
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