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6 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

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

Author

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

Subjects
STOCK exchanges, FINANCIAL markets, FIXED incomes, PORTFOLIO management (Investments), ASSET allocation, FINANCIAL management
Abstract

The article examines the significance of synthetic rebalancing in addressing issues on equity turbulence, fixed income illiquidity and portfolio reallocation. It highlights the effect of the crisis in global equity market in 2008 on asset owners. It discusses the need for asset owners to find ways on how they can maintain asset allocations through regular rebalancing. Charts depicting the performance of the equity markets are presented.

Published
2009

4. The Choice of Transition Provider.

Author

McLellan, Ross I.

Subjects
EXECUTIVES, PORTFOLIO performance, BROKERS, PORTFOLIO management (Investments), BUSINESS enterprises
Abstract

Discusses the selection of transition managers in a portfolio transition. Methods used by brokers to earn additional income from portfolio transitions; Important calculations in evaluating the success of a transition; Components of transition cost; Critical components that should be considered in evaluating transition management firms.

Published
2002

5. How to Evaluate Transition Managers.

Author

French, Lachlan and McLellan, Ross

Subjects
EVALUATION, EXECUTIVES, RISK management in business, LIQUIDITY (Economics), ORGANIZATIONAL structure
Abstract

Offers advice on how to evaluate transition managers. Importance of risk management; Access to liquidity; Significance of a pre-transition and post-transition analysis.

Published
2003

6. State Street Execs Depart.

Subjects
RESIGNATION of employees, PERSONNEL changes
Abstract

The article announces the resignation of Ross McLellan and Edward Pennings from State Street Global Markets.

Published
2011

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