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TOPIC - International
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Devil-Free Indexes
Constructing an index to include the correlations you want and exclude those you don’t want can be more complicated than it seems.
John Blin
Thursday, 01 April 1999
Active Countries, Passive Stocks
Can a series of indexed country portfolios be actively managed at the allocation level and outperform the sum of the indexes?
James Clunie
Thursday, 01 April 1999
New Indexes Are Breaking Out All Over
While companies like FTSE International, Dow Jones, S&Pand MSCI seem to dominate the indexing industry, they are hardly the only players on the field.
Journal of Indexes Staff
Thursday, 01 April 1999
FTSE EStars
Journal of Indexes Staff
Thursday, 01 April 1999
Just When You Thought It Was Only Stock Indexes
Journal of Indexes Staff
Thursday, 01 April 1999
FTSE Grapples With Its Reclassification
Journal of Indexes Staff
Thursday, 01 April 1999
Socially Responsible Investing -Does Doing Good Do So Well?
Journal of Indexes Staff
Thursday, 01 April 1999
If Indexes Are Proliferating, Can Index Funds Be Far Behind?
Journal of Indexes Staff
Thursday, 01 April 1999
LIFFE Lists Index Derivatives
Journal of Indexes Staff
Thursday, 01 April 1999
Dow Jones’ AP/ELS Under Way
Journal of Indexes Staff
Thursday, 01 April 1999
The Case For Indexing
Barclays Global Investors commissioned a study of the index fund phenomenon.
Andrew Olma, Paul Kelash
Friday, 01 January 1999
EMU, Diversification, and LoCorr2
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.
Herbert Blank
Friday, 01 January 1999
Liability Index: The True Objective
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.
Ronald Ryan
Friday, 01 January 1999
Confessions of a Market Timer
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.
Robert Fischer
Friday, 01 January 1999
S&P Plans Bond Indexes To Measure U.S. Market Spreads
In a move that could significantly help money managers assess the risks of their fixed-income investments, Standard & Poor’s said it will unveil indexes that measure the credit spreads in various sectors of the U.S. bond market this summer.
Journal of Indexes Staff
Friday, 01 January 1999
MSCI Offers Global Fixed Income Indexes
In mid-November, 1998, Morgan Stanley Capital released two global fixed income benchmarks, the MSCI Euro Credit Index and the MSCI Sovereign Debt Indices.
Journal of Indexes Staff
Friday, 01 January 1999
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