Controlling misfit risk in multiple-manager investment programs
Author: Bailey, Jeffery V. ; Tierney, David E.Publisher: Research Foundation of the Institute of Chartered Financial Analysts, 1998.Language: EnglishDescription: 123 p. : Graphs ; 23 cm.ISBN: 0943205433Type of document: BookBibliography/Index: Includes bibliographical references and glossary
| Item type | Current location | Collection | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|---|---|
|
Europe Campus Main Collection |
HG4529.5 .B35 1998
(Browse shelf) 32419001265941 |
Available | 32419001265941 |
Includes bibliographical references and glossary
Digitized
Controlling Misfit Risk in MultipleManager Invetment Programs Contents Foreword........................................................................................ viii Dedication ....................................................................................... x Preface .............................................................................................. xi Chapter 1. Basic Completeness Fund Concepts. .............................. 1 Chapter 2. Alternative Approaches to Misfit Control .................... 35 Chapter 3. Managing a Dynamic Completeness Fund .................... 50 Chapter 4. DCF Case Studies .......................................................... 62 Chapter 5. A Utility-Based Perspective on DCFs ........................... 78 Chapter 6. Advanced DCF Concepts .............................................. 83 Chapter 7. Extended DCF Topics ................................................... 99 Chapter 8. The Future of Misfit Control ....................................... 108 Appendix A: Deriving the Cost of Misfit Risk ............................. 110 Appendix B: Financial Attributes of the Zero-Misfit DCF........... 114 ........ Glossary......................................................................................... 118 References ..................................................................................... 121
There are no comments for this item.