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Equity Investment Styles

Andrew Mason

in Portfolio Theory and Management

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199829699
eISBN:
9780199979790
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199829699.003.0023
Subject:
Economics and Finance, Financial Economics

Establishing a meaningful peer group or benchmark is crucial to those involved in selecting and evaluating investment funds and for those studying the risk-return profiles of those funds. This ... More


The Transition to Investment-Based Social Security When Portfolio Returns and Capital Profitability Are Uncertain

Martin Feldstein, Elena Ranguelova, and Andrew Samwick

in Risk Aspects of Investment-Based Social Security Reform

Published in print:
2000
Published Online:
February 2013
ISBN:
9780226092553
eISBN:
9780226092560
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226092560.003.0003
Subject:
Economics and Finance, Economic Systems

This chapter explores the transition from a pay-as-you-go system of social security pensions to an investment-based system in an economy in which portfolio returns and capital profitability are both ... More


Investment Policy: Understanding Asset Allocation Construction

Philippe-N. Marcaillou

in Defined Benefit Pension Schemes in the United Kingdom: Asset and Liability Management

Published in print:
2016
Published Online:
May 2016
ISBN:
9780198738794
eISBN:
9780191802003
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198738794.003.0005
Subject:
Economics and Finance, Financial Economics

On the asset side, trustees must build a robust return-seeking asset portfolio in accordance with the risk and performance strategy defined in the ALM framework and the LDI strategy. This chapter ... More


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