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Style drift to me is a bit different than to most people. When I think of style drift, I refer as much to the underlying process as to the nal results (performance). As highlighted in the portfolio style section of this book, we can run a simple regression of the portfolio s historical returns against several style and capitalization benchmarks. The results can give us an indication of how closely the portfolio s returns mirror the individual style/cap benchmarks as well as some combination of them. I rmly believe that any good style analysis will look at the results of the style regression, but will then overlay those results with an evaluation of the process or method employed that produced the returns. Because I believe that fundamental portfolio analysis is a better indicator of investment style, I place much more of an emphasis on it versus the results of a returns-based style regression. Score/Methodology 0 Manager has no consistent style. 1 Fundamental portfolio analysis indicates that the product has been consistent for periods of time, but those periods were few and far between.

} /* A Route-Reflection peer group */ group LONDON-RR-CLUSTER { type internal; local-address 195.111.255.1; cluster 195.111.255.1; neighbor 195.111.255.100; /* neighbor 195.111.255.200; /* neighbor 195.111.255.210; /* }

Statistical sampling theory assumes that data are collected from a probability sample with known and nonzero inclusion probabilities and that there is either full response or ignorable nonresponse. Compared to this ideal, there are in fact several causes of missing data. The most crucial stage in longitudinal research is the recruitment stage, where candidates for panel membership may fail to participate for a variety of reasons. An illustrative example is the CentERpanel (see www.centerdata.nl), located at Tilburg University. The recruitment procedure was based on a random sample of phone numbers. Recruitment was carried out on a running basis since 1991. What happened after the first call is described in Table 9.1. From all selected phone numbers, 98.2 % were usable. From the potential respondents who were contacted, 38.4 % refused the first contact interview and; 61.6 % agreed to participate in follow-up interviews. The data of those who did take part and were prepared to take part in follow-up interviews were stored in a database and retrieved at a later stage when the respondents were asked to take part in the panel. In the end,

6630 11294 15002 9660 13573 11068 6742 12590 15852 40490

10

16

(3.6)

Settle Date: Yield: Coupon: Maturity: Price: Bond II: Settle Date: Yield: Coupon: Maturity: Price: Price Change: % Price Change:

[Par96] [PG03]

2.3.1 MPEG-2

Table B.11. 7, question 2b answer Observation 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Actual 13.7 17.5 8.4 16.2 5.6 20.4 12.7 5.9 18.5 17.2 5.9 9.4 14.8 5.8 12.5 10.4 8.9 12.5 18.5 11.7 Predicted 12.4 16.1 6.7 15.7 8.4 15.6 13.5 6.4 15.4 14.5 5.1 10.2 12.5 5.4 13.6 11.8 7.2 11.2 17.4 12.5 Residual 1.3 1.4 1.7 0.5 2.8 4.8 0.8 0.5 3.1 2.7 0.8 0.8 2.3 0.4 1.1 1.4 1.7 1.3 1.1 0.8

Miles contacted them for information on UWI, and the representative he spoke with said that DMS did not have an account by that name but the company had received a number of calls about the rm and they were looking into it. A DMS employee called Miles back a few days later and told him the UWI Web site was operating out of Idaho and suggested he call the Idaho Department of Finance. So Miles called me. I told Miles that our records had no registration or licensing information on UWI but that I would do some investigating to see what I could nd.

Table 3.9 presents the backtested portfolio results from December 31, 1992, to December 31, 2002, for this system.

Buchan: Actually, some leveraged market neutral strategies may be much less risky than unleveraged long-only strategies. For example, shorting a Treasury bond futures contract and owning the bond that is deliverable against the futures contract at expiration is a much less risky strategy than a long-only small-cap equity strategy. Furthermore, restricting the choice of market neutral strategies to those that are unleveraged can produce a leverage paradox, whereby, in order to achieve a desired return, one may end up choosing an unleveraged strategy that is inherently riskier than a strategy that could be levered up to produce the same return at less risk. Jacobs: In addition, by using all the strategies out there at the appropriate leverage levels (which for some may be no leverage), you can take advantage of the typically low correlations among all the strategies, rather than just a subset. This will produce the least risky portfolio of strategies, as you have the opportunity to diversify risks across many different markets. Levy: Furthermore, long-only portfolios can use leverage, too. However, long-only strategies that borrow to leverage up returns expose the otherwise tax-free investor to a possible tax liability, as gains on borrowed

in ammation an anti-in ammatory (e.g., 500 mg naproxen) and those who have muscle fatigue a muscle relaxant (e.g., 5 mg diazepam).

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