Following is a list of Portfolios articles published on PortfolioConstruction Forum throughout 2004...
A recent report from the Securities Industry Research Centre of Asia-Pacific calls into question the practice of tracking an index such as the S&P/ASX200 Accumulation Index. The report found that an alternative strategy – "Buy-Write" – produced returns 23% higher than those produced by following the S&P/ASX200 Accumulation Index, and had a lower risk profile over the 14-year period of the study. Sounds complex? It's not really... Full Story >
This was the question debated by QIC senior fund manager strategy, David Brown, and ASX manager quantitative analysis market information, John Elfverson, at the final - and very lively! - session of the last Portfolio Construction Forum Researchers' Roundtable of 2003... Quick links to related stories: Editor's summary > The case for > Inquisitor's summing up > Full Story >
The choice is simple, contended David Brown, senior fund manager, strategy at QIC, speaking at the last Portfolio Construction Forum Researchers' Roundtable of 2003- hedge and get a small positive return and have a controlled risk, or leave it unhedged and get random and often large foreign currency effects. Here are images of David's presentation slides, with full notes... Full Story >
I think there were five key "take-outs" from the last topic - "To Hedge or Not to Hedge" - at the last Portfolio Construction Forum Researchers' Roundtable meeting of 2003... Full Story >
