Zobrazeno 1 - 10
of 37
pro vyhledávání: '"Sara Shores"'
Publikováno v:
The Journal of Portfolio Management. 45:101-114
Eligible investors seeking factor exposures may have a choice of different investment vehicles to implement an investment strategy, ranging from fully transparent, index-based exchange-traded funds to private funds or undertakings for collective inve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::77549b85b123cfddbf80526887c56174
https://doi.org/10.3905/jpm.2019.45.3.101
https://doi.org/10.3905/jpm.2019.45.3.101
Publikováno v:
Journal of Asset Management. 19:145-155
Portfolios with positive exposures to rewarded risk premiums have historically exhibited high average returns adjusting for their market betas. As capital allocated to such strategies increases, the excess returns of these portfolios should decrease.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b814875068f769f2f6cf62dd71ebacda
https://doi.org/10.1057/s41260-017-0069-0
https://doi.org/10.1057/s41260-017-0069-0
Publikováno v:
Practical Applications. 7:1.12-6
Practical Applications Summary In Implementation Matters: Relaxing Constraints Can Improve the Potential Returns of Factor Strategies, which appeared in the 2019 Quantitative Special Issue of The Journal of Portfolio Management, Jack Davies, Dave Gib
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e74277bc1701f4c4b84c573c852cc533
https://doi.org/10.3905/pa.7.3.361
https://doi.org/10.3905/pa.7.3.361
Publikováno v:
The Journal of Retirement. 5:66-82
In traditional life-cycle models, the equity-bond glide path shifts investment allocation from riskier assets to relatively safer assets as investors approach retirement. In this article, we develop a smart beta glide path that seeks to take advantag
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::708b3043c64748a2da3cbfc2ef227e5b
https://doi.org/10.3905/jor.2017.5.2.066
https://doi.org/10.3905/jor.2017.5.2.066
Publikováno v:
The Journal of Index Investing. 7:25-34
The shift to defined contribution (DC) plans as a primary retirement vehicle is increasingly a global phenomenon. A trend that originated in the corporate and tax-exempt marketplaces, it is now carrying over to the public sector across the globe. In
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aca6d3745e8bffb607618d9d3b6aa1aa
https://doi.org/10.3905/jii.2016.7.1.025
https://doi.org/10.3905/jii.2016.7.1.025
Publikováno v:
The Journal of Index Investing. 6:98-110
As index investing continues to grow, we are witnessing an expansion of what the beta continuum encompasses. Since the financial crisis, during which market-capitalization strategies have shown their limits, increasing attention is being devoted to i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::83cedf9b686f555f23c19e8a78fd4748
https://doi.org/10.3905/jii.2015.6.1.098
https://doi.org/10.3905/jii.2015.6.1.098
Publikováno v:
SSRN Electronic Journal.
In traditional life cycle models, the equity-bond glide path shifts investment allocation from riskier assets to relatively safer assets as investors approach retirement. In this paper, we develop a smart beta glide path which seeks to take advantage
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5d6aaa3529cb93bbdf22ffb48ffca59d
https://doi.org/10.2139/ssrn.2943587
https://doi.org/10.2139/ssrn.2943587
Publikováno v:
Journal of Asset Management; May2018, Vol. 19 Issue 3, p145-155, 11p
Publikováno v:
Financial Analysts Journal. 2017 4th Quarter, Vol. 73 Issue 4, p41-54. 14p.
Autor:
MOORE, HOWARD
Publikováno v:
Institutional Investor-International Edition. Sep2015, Vol. 40 Issue 7, p1-10. 7p. 6 Color Photographs.