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Start Over "McLellan, Ross" Topic economics Publisher euromoney trading limited
1 results on '"McLellan, Ross"'

1. Equity turbulence, fixed income illiquidity, and portfolio reallocation: the case for synthetic rebalancing

Author

McLellan, Ross, Kinlaw, Will, and Abouzaid, Erin

Subjects
Financial planning -- Management, Financial services industry -- Management, Fixed income securities -- Forecasts and trends, Rate of return -- Forecasts and trends, Stock markets -- Forecasts and trends, Portfolio management, Financial services industry, Return on investment, Stock market, Company business management, Market trend/market analysis, Banking, finance and accounting industries, Business, Economics
Abstract

The catastrophic performance of global equity markets in 2008 has left many asset owners significantly overweight fixed income and underweight equities. As equity markets rally, this imbalance presents significant return [...]

Published
2009

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