Herbert Blank

The challenge ahead

December 2002 (Magazine)

Multi-purpose utility vehicle

October 2002 (Magazine)

Challenge for active managers

July 2002 (Magazine)

Enhanced indexing is a quantitatively structured alternative to active management. Unlike indexing that seeks to replicate the returns of a market index, enhanced indexing seeks to exceed index performance, generally within some pre-specified risk parameters. Enhancements are generally achieved in two ways: q by the use of index futures in ...