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Questions and Answers
What is the main focus of asset allocation?
What is the main focus of asset allocation?
Why should the elements of an asset class be homogeneous?
Why should the elements of an asset class be homogeneous?
What does a relatively low correlation between asset classes indicate?
What does a relatively low correlation between asset classes indicate?
Why is it necessary to be more specific about bonds for the purpose of asset allocation?
Why is it necessary to be more specific about bonds for the purpose of asset allocation?
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What is the primary reason for redefining asset classes when the criteria are not met?
What is the primary reason for redefining asset classes when the criteria are not met?
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What are the relevant dimensions of the equity space?
What are the relevant dimensions of the equity space?
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What do real estate and private equity have in common as alternative assets?
What do real estate and private equity have in common as alternative assets?
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What are the relevant determinants of the investment universe?
What are the relevant determinants of the investment universe?
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What are the maximum volatility of returns and maximum drawdown considered in?
What are the maximum volatility of returns and maximum drawdown considered in?
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What does tactical asset allocation involve deviations from?
What does tactical asset allocation involve deviations from?
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What was the average outperformance of the fundamentally-based indices compared to cap-weighted indices?
What was the average outperformance of the fundamentally-based indices compared to cap-weighted indices?
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What counter-argument was raised by Perold (2007) against the fundamentally-based indices?
What counter-argument was raised by Perold (2007) against the fundamentally-based indices?
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According to Kaplan (2008), what must fundamentally-based indices have in order to add value?
According to Kaplan (2008), what must fundamentally-based indices have in order to add value?
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What is the main advantage of style-based indices according to the text?
What is the main advantage of style-based indices according to the text?
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What significant difference was highlighted between the S&P 600 and the Russell 2000 index?
What significant difference was highlighted between the S&P 600 and the Russell 2000 index?
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What are the central questions in the context of performance evaluation?
What are the central questions in the context of performance evaluation?
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Which of the following is NOT a criterion for a suitable benchmark as discussed in the text?
Which of the following is NOT a criterion for a suitable benchmark as discussed in the text?
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What advantage do cap-weighted indices have according to the text?
What advantage do cap-weighted indices have according to the text?
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Why have some experts raised doubts about the suitability of cap-weighted indices?
Why have some experts raised doubts about the suitability of cap-weighted indices?
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What is the basis for proposing fundamentally-based indices as an alternative to cap-weighted indices?
What is the basis for proposing fundamentally-based indices as an alternative to cap-weighted indices?
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