Performance Measurement and Evaluation

Assessing the Quality of Asian Stock Market Indices

EDHEC Business School

This study assesses the properties of a range of popular Asian equity indices.

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Sell-Side Analysts and Gender: A Comparison of Performance, Behavior, and Career Outcomes

Financial Analysts Journal

Recommendations of female analysts, compared with those of their male counterparts, produce similar abnormal returns but with lower idiosyncratic risks.

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Choose Your Betas: Benchmarking Alternative Equity Index Strategies

CFA Digest

The authors propose three diversification-based optimization schemes for stock weighting and show them to be superior to simpler, characteristics-based rules that are favored by many index providers.

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The Arithmetic of Investment Expenses

Financial Analysts Journal

Under plausible conditions, a person saving for retirement who chooses low-cost investments could have a standard of living throughout retirement more than 20% higher than that of a comparable investor in high-cost investments.

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Fixed-Income Portfolio Benchmarks: Time for a Re-evaluation?

Webcast

Mike Zelouf, CFA, explains why market-cap-weighted bond indices may not be good benchmarks and why alternative benchmarks do not solve all problems.

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How Does Gender Affect the Performance and Career Outcomes of Sell-Side Analysts? (Podcast)

Bitcoin-based coin

Top Five Articles from April: Bloomberg’s Twitter List, Currency Wars, and Bitcoin

How to Choose a Good Hedge Fund for Your Portfolio: Mark Anson’s Secret Formula

How to Choose a Good Hedge Fund for Your Portfolio: Mark Anson’s Secret Formula

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