Albert S. Neuberg

Indexing for Maximum Investment Results (eBook, PDF)

• Format: PDF

Produktbeschreibung

Twenty four years after investment managers decided to implement Standard & Poor's 500 indexing strategy, the verdict is in. The first indexers beat more than 99% of all actively managed stock funds. Over the last ten years, funds based on the S&P 500 out-performed more than 80% of all mutual funds. Today about $450 billion is indexed to the S&P 500, almost 10% of the total market value of all stocks traded in the US. The strategy has been applied to other asset classes, including bonds and real estate. In total, indexing now accounts for more than 25% of the investment methodology of all pension funds in the US. Topics include: choosing a benchmark; overview of the marketplace; using derivatives to index; performance track record versus active management; index methodology and other styles; and index price effects on constituent securities. Albert S. Neubert is director of the Domestic S&P Indexes Unit within the Equity Services Group.

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Produktdetails

• Verlag: Taylor & Francis
• Seitenzahl: 398
• Erscheinungstermin: 18. März 2014
• Englisch
• ISBN-13: 9781134265749
• Artikelnr.: 40823244

Autorenporträt

Neuberg, Albert S.

Inhaltsangabe

Preface, Contributors, Chapter 1
Why the Case for Indexing Remains Strong, Chapter 2
Benchmarks: Definitions and Methodologies, Chapter 3
The First Index Mutual Fund, Chapter 4
Optimal Indexing, Chapter 5
Enhanced Indexing
Without Enhanced Risk?, Chapter 6
Choosing a Benchmark, Chapter 7
The S&P Effect Has Moved Beyond the S&P Composite, Chapter 8
The S&PSOO is Not Your Father's Index, Chapter 9
Performance Track Record versus Active Management, Chapter 1O
Overview of the Equity Index Fund Marketplace, Chapter 11
Implementing Equity Index Portfolios, Chapter 12
Adding Value Through Equity Style Management, Chapter 13
Using Style Analysis to Build Completeness Funds, Chapter 14
Index Shares, Chapter 15
Fixed
Income Indexing, Chapter 16
The Tax Advantages of Indexing, Chapter 17
Optimizing Performance, Chapter 18
The Licensing of Financial Indexes: Implications for the Development of New Index
Linked Investment Products, Index