Bond indexing


 

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Bond indexing

Designing a bond portfolio so that its performance will match the performance of some bond index.



Bond indexing

Similar Matches

Stratified sampling bond indexing

Stratified sampling bond indexing

A method of bond indexing that divides the index into cells, each cell representing a different characteristic, and that buys bonds to match those characteristics.


Indexing plus

Indexing plus

See: Enhanced indexing


Stratified equity indexing

Stratified equity indexing

A method of constructing a replicating portfolio that classifies the stocks in the index into strata, and represents each stratum in the portfolio.


Optimization approach to indexing

Optimization approach to indexing

An approach to indexing that seeks to optimize some objective, such as to maximize the portfolio yield, to maximize convexity, or to maximize expected total returns.


Enhanced indexing

Enhanced indexing

Also called indexing-plus, an indexing strategy whose objective is to exceed or replicate the total return performance of some predetermined index.


Further Suggestions

Stratified sampling approach to indexing


 
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