Perspectives on Equity IndexingFrank J. Fabozzi, CFA John Wiley & Sons, 15/06/2000 - 277 páginas This is the second edition of Professional Perspectives on Indexing. Contents include the active versus passive debate, Standard and Poor's U.S. equity indexes, medium and small capitalization indexing, global equity index families, investing in index mutual funds, and more. |
Índice
Bogle | 2 |
Burton G Malkiel | 21 |
Ignorance to Awareness to Denial to Acceptance | 39 |
Indexing As a Portfolio Investment Management Strategy | 71 |
Enhanced Equity Indexing | 79 |
Standard Poors U S Equity Indexes | 99 |
The New Breed of Investable Indexes | 121 |
Medium and SmallCapitalization Indexing | 134 |
| 263 | |
Palavras e frases frequentes
500 Index Fund active managers ADRs alpha analysis AP/EL Australia average basis points benchmark index billion Bond Index Fund cash flow Chapter companies country funds cross-border currency developed diversification dividend DJGI Dow Jones efficient markets emerging markets enhanced indexing equity funds Equity Index Fund equity market equity-linked note Euro excess returns execution costs foreign futures contracts global index IFCI index families index fund managers index mutual fund indices industry information ratio International investable indexes investment management large-cap Lehman Brothers liquidity market capitalization Market Index Fund Morgan Stanley MSCI EAFE mutual fund options outperform passive performance Poor's indexes portfolio management replicate Russell S&P SmallCap 600 securities selection share small-cap small-capitalization Standard & Poor's stock index futures stock market Stock Market Index stock-based STOXX survivorship bias swap total net assets total return tracking error transaction costs turnover underperformance Vanguard Group volatility Wilshire withholding taxes