Journal Publication
Beating the Bond Market with No Skill
This article first explores the rationales behind bond index construction. It then describes a way indexes could be constructed so that over ...
Research
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Journal Publication
Investing at the Edge
Markets may be segmented in various ways to improve returns. We will refer to the center as the universe of investments in ...
Journal Publication
International Investing: The Dutch Investor’s Perspective
Institutional investors in the Netherlands have been steadily adding international securities to their portfolios. As a result, two subjects have become increasingly ...