Sentence examples for enhanced index from inspiring English sources
A study published last year in The Financial Review found that enhanced index funds that use quantitative techniques outperformed their benchmarks, on average, from 1981 to 2000.
Technically speaking, Equity Market Plus is an "enhanced index" fund, whose goal is to slightly outperform the S.& P. 500 while taking on the same risk.
In the enhanced index tracking problem the portfolio is expected to outperform the benchmark with minimal additional risk.
An immunity-based multi-objective optimization algorithm is presented to search for the solution of the enhanced index tracking problem.
In this paper, we study the bi-objective enhanced index tracking problem where two competing objectives, i.e., the expected excess return of the portfolio over the benchmark and the tracking error, are taken into consideration.
In this paper, we propose a multi-objective optimization scheme for the enhanced index tracking problem, which provides the framework of defining the objectives as both maximizing the degree of beating the benchmark index and minimizing the accumulated error of underperforming the benchmark.
Index tracking (IT) and enhanced indexing (EI) are two forms of investment strategies which revolve around the movements of the benchmark index.
Such enhanced indexing of molecular pairs could be a future improvement of the methodology suggested here.
They include fundamental indexing, enhanced indexing, quantitative indexing, leveraged indexing and a variety of other strategies that have placed the word "indexing" after whatever active strategy they are following.
But a small step to actively managed ETFs presented itself when the American Stock Exchange developed its "Intellidex" enhanced indexes, which are based on complex quantitative models.
It offers strategies for managing financial assets, including passive and active, such as enhanced indexing, using quantitative and fundamental methods for both the U.S. and global equities and fixed-income securities.
