Tony Bell (PeregrineQuant: Head of Marketing) Maarten Ackerman (PeregrineQuant: Quantitative Analyst)
Abstract
This paper seeks to provide a balanced perspective on the role that benchmarks play in the setting of investment policy, the degree to which asset managers deviate from these benchmarks in pursuit of adding value and the degree to which value is added. The findings of this occasional paper are also helpful in understanding the role that a quantitative manager fulfils and the degree to which quantitative and active judgemental asset managers should be viewed as having complimentary skills in the establishment of optimal fund structures and prudent investment policy
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Publisher Info
Paper provided by EconWPA in its series Finance with number
0202002.
Length: 5 pages Date of creation: 13 Feb 2002 Date of revision: Handle: RePEc:wpa:wuwpfi:0202002
Note: Type of Document - Pdf; prepared on PC; to print on HP; pages: 5; figures: included. How active are managers Contact details of provider: Web page: http://129.3.20.41
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Find related papers by JEL classification: L11 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Production, Pricing, and Market Structure; Size Distribution of Firms C81 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Microeconomic Data F49 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Other R38 - Urban, Rural, and Regional Economics - - Production Analysis and Firm Location - - - Government Policies; Regulatory Policies
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