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Your search keyword '"McLellan, Ross"' showing total 2 results
Start Over "McLellan, Ross" Topic derivative securities Publisher with intelligence limited
2 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
PORTFOLIO management (Investments), STOCK exchanges, LIQUIDITY (Economics), FIXED-income securities, DERIVATIVE securities, FINANCIAL crises
Abstract

Equity Market reversals, combined with historically illiquid fixed income markets have left many global plans out of balance. Analysis of 13 previous periods of market turbulence suggests that plans should regularly rebalance to their desired allocations. To ameliorate the substantial cost of reallocation in a less-liquid market, plans should use derivative instruments to achieve "synthetic rebalancing". [ABSTRACT FROM AUTHOR]

Published
2009

2. Equity Turbulence, Fixed Income Illiquidity, and Portfolio Reallocation: The Case for Synthetic Rebalancing.

Author

MCLELLAN, ROSS, KINLAW, WILL, and ABOUZAID, ERIN

Subjects
STOCK exchanges, FIXED incomes, PORTFOLIO management (Investments), DERIVATIVE securities, LIQUIDITY (Economics)
Abstract

Equity Market reversals, combined with historically illiquid fixed income markets have left many global plans out of balance. Analysis of 13 previous periods of market turbulence suggests that plans should regularly rebalance to their desired allocations. To ameliorate the substantial cost of reallocation in a less-liquid market, plans should use derivative instruments to achieve "synthetic rebalancing". [ABSTRACT FROM AUTHOR]

Published
2009

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