Index Fundamentalism Revisited
Kenneth S. Reinker and Edward Tower1
December 12, 2004
Similar to the article published in the Journal of Portfolio Management,
Summer 2004
The website does not properly view the exhibits in this paper, but the
paper does do
INDEX DIRECTORY
FIXED INCOME
2016
TABLE OF CONTENTS
S&P 500 BOND SERIES. 03
S&P 500 Bond - S&P Only Rated. 03
S&P AGGREGATE BOND INDICES. 03
GLOBAL. 04
Global Sovereign Indices.
Global Corporate Indices.
Global Developed Sovereign
Inflation-Linked Indices
Chapter 4
Brownian Motion and Stochastic Calculus
The modeling of random assets in finance is based on stochastic processes,
which are families (Xt )tI of random variables indexed by a time interval I. In
this chapter we present a description of Brownian
By: David Rae, CFA, ASIP, Head of Investment Solutions, EMEA
MAY 2013
An introduction to swaps
The use of liability hedging techniques by pension plans has become
increasingly popular over recent years. While not the only instruments,
interest rate and in
Hedging Interest Rate Risk
Treasury/Eurodollar Futures
Derivative Securities
Stocks
and Bonds represent claims to specific
future cash flows
Derivative securities on the other hand represent
contracts that designate future transactions
Currently, there
Callable Bull/
Bear Contracts
(CBBC)
Driving Investment Power
T
a b l e
o f
C o n t e n t s
Basic Power
One
How do CBBC work?
4
Two
How are CBBC priced?
5
Three
Difference between Category R and N
6
Four
Mandatory Call Mechanism
7
Five