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.


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.


Stratified sampling approach to indexing

Stratified sampling approach to indexing

Dividing an index into cells, each representing a different characteristic of the index, such as duration or maturity.


Indexing plus

Indexing plus

See: Enhanced indexing


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.


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Stratified equity indexing


 
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