Report Detail Summary

Active-share, Closet Indexing and Asset Allocation

August 22, 2006

The issue is whether the active-share is as good a proxy for the selection of superior active asset allocation managers as it was for the selection of active fund managers. Here is our argument as to why this may not be the case in the asset allocation space.

You must have an active account to view these reports. You may register for a trial here

Download Complete Report in PDF Format

Download Complete Report in Word Format

Copyright © 2018 La Jolla Economics All Rights Reserved
Legal Disclaimer - Privacy Policy - Contact Information - Login



The ValueTiming™ strategy is based on the assumption that politicians and policymakers have particular views of the world, and that they will in general adopt policy measures that are consistent with these views.


Economic Disturbances and Equilibrium in an Integrated Global Economy

Cocktail Economics: Discovering Investment Truths from Everyday Conversations

Understanding Asset Allocation: An Intuitive Approach to Maximizing Your Portfolio