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商品編號： 9-209-047 出版日期： 2008/08/21 作者姓名： Viceira, Luis M.;Tung, Helen H. 商品類別： Finance 商品規格： 22p 再版日期： 2012/06/18 地域： United States 產業： Asset management;Hedge funds;Mutual funds 個案年度： 2008 -
商品敘述：
In early July of 2008, William (Bill) Jacques, Chief Investment Officer at Martingale Asset Management, a quantitative value-oriented investment manager in Boston, Massachusetts, was busy preparing for an upcoming meeting with the group that made new product decisions within the firm. The objective of the meeting was to review the backtesting and real-time investment results of a new minimum-variance strategy within the framework of a 130/30 fund. The performance results were very encouraging, but Bill still wondered if they were a fluke of the data, a result of data mining rather than the reflection of a true market anomaly. He wanted to discuss several possible explanations of the phenomenon, and to decide whether Martingale should offer the strategy to its clients.
涵蓋領域：
Capital markets;Investment management;Mutual funds;Stocks
相關資料：
Case Teaching Note, (5-211-079), 20p, by Robin Greenwood, Luis M. Viceira;Spreadsheet Supplement, (XLS517), 0p, by Luis M. Viceira, Helen H. Tung
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