lcai

That same semester at the UOP I took a course in the study and interpretation of ancient manuscripts and the professor was a real nutter for discussing proper construction of portfolio benchmarks. There was this particular issue referenced from Reuters about a portfolio that was under weighted in a particular segment and how adding exposure to an index fund would affect the risk/return level.... at the time I thought such an action would increase the active risk of the portfolio but I can't remember if that was correct.



Edited 1 time(s). Last edit at Tuesday, June 7, 2011 at 04:56AM by eikichionizuka.