Princeton University Library Catalog

Active index investing : maximizing portfolio performance and minimizing risk through global index strategies / Steven A. Schoenfeld.

Schoenfeld, Steven A. [Browse]
Hoboken, N.J. : Wiley, c2004.
xxxii, 688 p. : ill. ; 24 cm.
Summary note:
"For over three decades, both institutional and individual investors have increasingly accepted indexing. Index benchmarks and investment products that track them have been a driving force in the transformation of investment strategy from art to science. Yet investors' understanding of the sophistication of this burgeoning field has lagged behind the growing use of index products. Active Index Investing aims to close that gap." "Active Index Investing is a guide to how indexes are constructed, managed as portfolios, and used by investors. Filled with in-depth insight and practical advice, this book illustrates and analyzes every major asset class and covers the perspectives of index fund managers, index providers, institutional brokers, pension plan sponsors and other asset owners, financial advisors, and individual investors. It explains how the world's most sophisticated investors use index-based strategies to enhance performance, reduce costs, and minimize the risks of global investing." "This guide captures the views of over fifty leading practitioners from all spheres of the indexing world - while maintaining a holistic and balanced perspective of this complex subject. Besides pulling together the best minds in the investment business, editor and indexing expert Steven Schoenfeld also shares his considerable insights on this broad and important topic." "Active Index Investing is a practical and detailed guide to the art and science of index-based investing. It will show you how index-based strategies can be actively used to both minimize portfolio risk and maximize long-term performance."--BOOK JACKET.
Published simultaneously in Canada.
Bibliographic references:
Includes bibliographical references (p. 665-670) and index.
Foreword : the role of indexing and benchmarks in developing sound investment approaches / Don Phillips -- Ch. 1. Indexing is active : the meaning of active indexing and the interconnected themes of the book / Steven A. Schoenfeld -- Pt. 1. The indexing revolution : theory and practice / Steven A. Schoenfeld -- Ch. 2. The foundations of indexing : theoretical and practical underpinnings of a heretical concept / Binu George, Steven A. Schoenfeld and Jim Wiandt -- Ch. 3. The ever-evolving uses of indexing : why the active versus index debate is over / Matthew Scanlan, Binu George, Francis Enderle and Steven A. Schoenfeld -- Ch. 4. Market uncertainty and the role of indexing / Adele Kohler -- Pt. 2. Benchmark : the foundation for indexing / Steven A. Schoenfeld -- Ch. 5. The vital importance and fundamental uses of benchmarks / Pamela Cloyd, Larry Siegel and Steven S. Schoenfeld -- Ch. 6. Perfection impossible : best practices for index construction / Steven A. Schoenfeld -- Ch. 7. The ideal index construction / Gus Sauter -- Ch. 8. U.S. equity banchmarks - broad-cap, size, and style indexes : slicing and dicing the U.S. equity market / Gardner Platt, Brad Pope and Chad Rakvin -- Ch. 9. International/global equity benchmarks for North American investors / Steven A. Schoenfeld and Robert Ginis -- Ch. 10. Fixed-income benchmarks / Vache Mahseredjian and Mark Friebel -- Ch. 11. Hedge found benchmarks and asset allocation / Mark Anson -- Ch. 12. Using indexes as analytical tools : viewing changes in the world's stock markets through the benchmarks / Mark Sladkus -- Ch. 13. Socially responsible investment and index benchmarks / Peter Wall -- Pt. 3. The ever-expanding variety and flexibility of index products / Steven A. Schoenfeld -- Ch. 14. The wide world of index products : building blocks for an efficient portfolio / Steven A. Schoenfeld and Joy Yang -- Ch. 15. Enhanced indexing : adding index alpha in a disciplined, risk-controlled manner / Steven A. Schoenfeld and Joy Yang -- Ch. 16. Exchange-traded funds : a flexible and efficient investment tool / Yigal Jhirad, Omer Ozkul and David Qian -- Ch. 17. Indexing real estate / James S. Keagy -- Ch. 18. Active indexing : sophisticated strategies with index vehicles / Steven A. Schoenfeld, Robert Ginis and Niklas Nordenfelt -- Pt. 4. Managing index funds : it's anything but passive! / Steven A. Schoenfeld -- Ch. 19. Fundamental index portfolio management techniques / Steven A. Schoenfeld and Kevin Maeda -- Ch. 20. The unique challenges of U.S. equity index management / Amy Schioldager, Will Hahn, Ed Hoyt and Jane Leung -- Ch. 21. Delivering performance in international equity indexing / Eleanor de Freitas, Robert Ginis, Creighton Jue, Tom McCutchen, Steven A. Schoenfeld and Amy Whitelaw -- Ch. 22. Managing fixed-income index funds / Elizabeth Para and Partha Dasgupta -- Ch. 23. Managing exchange-traded funds / Lisa Chen and Patrick O'Connor -- Ch. 24. Index-based separately managed accounts : delivering on the performance promise / Mark Adams, Kevin Maeda and Steven A. Schoenfeld -- Pt. 5. Putting it all together : how to use index products to build an efficient, risk-controlled investment strategy / Steven A. Schoenfeld -- Ch. 25. Choosing among index vehicles : how does an institutional investor select an investment product? / Joanne Hill and Barbara Mueller -- Ch. 26. How and why large pension plans use index-based strategies as their core investments / Nancy Calkins -- Ch. 27. Tax-efficient indexation / Mark A. Zurack -- Ch. 28. Indexing for advisors : a sophisticated strategy for professional investment advisors and their clients / Michael J. Chasnoff -- Ch. 29. Indexing for individual investors / Greg Baer and Gary Gensler -- Ch. 30. Indexing at the core : the four key axioms for long-term investment success / Steven A. Schoenfeld -- Ch. 31. The future of indexing : the revolution has just begun! / Steven A. Schoenfeld.
0471257079 (cloth : alk. paper)
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