24 April 2013
Fixed-Income Portfolio Benchmarks: Time for a Reevaluation? (Video)
Posted In: Fixed Income, Portfolio Management
At the CFA Institute European Investment Conference in October 2012, Mike Zelouf, CFA, director of international business at Western Asset Management, gave an insightful presentation on fixed income benchmarks, canvasing:
- Why market-cap-weighted bond indices may not be good benchmarks.
- Why alternative benchmarks do not solve all problems.
- How to use dynamic benchmarking and benchmark separation.
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