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

Authors :
McLellan, Ross
Kinlaw, Will
Abouzaid, Erin
Source :
Journal of Alternative Investments. Summer, 2009, Vol. 12 Issue 1, pS18, 10 p.
Publication Year :
2009

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 [...]

Details

Language :
English
ISSN :
15203255
Volume :
12
Issue :
1
Database :
Gale General OneFile
Journal :
Journal of Alternative Investments
Publication Type :
Periodical
Accession number :
edsgcl.203896138