{"title":"修订指数性能计算","authors":"J. Glansbeek, S. Conway","doi":"10.1080/10293523.1994.11082341","DOIUrl":null,"url":null,"abstract":"ABSTRACTRelative performance measurement and incentive fees increase the need for accurate performance benchmarks. This paper identifies a significant bias and error in the current performance calculations for the Actuaries All Bond Index. A single correction to the traditional formula takes into account the actual income payment frequency of assets is proposed to eliminate this bias.","PeriodicalId":126195,"journal":{"name":"The Investment Analysts Journal","volume":"13 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1994-06-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Revision of Index performance calculations\",\"authors\":\"J. Glansbeek, S. Conway\",\"doi\":\"10.1080/10293523.1994.11082341\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"ABSTRACTRelative performance measurement and incentive fees increase the need for accurate performance benchmarks. This paper identifies a significant bias and error in the current performance calculations for the Actuaries All Bond Index. A single correction to the traditional formula takes into account the actual income payment frequency of assets is proposed to eliminate this bias.\",\"PeriodicalId\":126195,\"journal\":{\"name\":\"The Investment Analysts Journal\",\"volume\":\"13 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1994-06-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"The Investment Analysts Journal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1080/10293523.1994.11082341\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"The Investment Analysts Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/10293523.1994.11082341","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
ABSTRACTRelative performance measurement and incentive fees increase the need for accurate performance benchmarks. This paper identifies a significant bias and error in the current performance calculations for the Actuaries All Bond Index. A single correction to the traditional formula takes into account the actual income payment frequency of assets is proposed to eliminate this bias.
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