March/April 2013—Manager Search & Selection/Asset Allocation

Year Published: 


Feature Articles
Case Study: Global Tactical Asset Allocation for Institutional Investment Management, Leo de Bever, PhD, Jagdeep Singh Bachher, PhD, Roman Chuyan, CFA®, Ashby Monk, PhD
Combining Managers: Factors to Consider When Combining Managers Together, Tom Thornton, CFA®
Drift or Skill? The Relationship between Style Variation and Fund Performance, Vivekananda L. Sondhi, PhD, Nhung Tran, and Thomas Warburton, CFA®
Earning What You Spend: Can Clients Count on Meeting Their Required Return with MPT? Timothy B. Kneen, CIMA®, and Daniel Gamache
Liquid Alternative Investments versus Hedge Funds: A Quantitative Analysis, Margaret M. Towle, PhD, CPWA®, and Dylan Thomas Jones
Navigating Satellites in a Core-Satellite Portfolio Construction: Guidelines for Effective Choices, Clifford Stanton, CFA®, and J. Gibson Watson III, CIMA®
The Bucket Concept: An Old Idea for a New Market, Wiliam D. Olinger III, CIMA®, and Benjamin Doty, CFA®
The Reality Linking Investment Selection, Dynamic Asset Allocation, and Risk Management, Brian A. Hunter, CIMA®, and Ashish Kulkarni, CFA®, FRM
The Search for Persistent After-Fee and After-Tax Alpha: An Interview with Douglas S. Rogers, CFA®, David Koulish, CPWA®, CFP®

Book Review
The Hedge Fund Mirage: The Illusion of Big Money and Why It’s Too Good to Be True, Reviewed by Rex Macey, CIMA®, CFP®

Inside IMCA
Editor’s Note
Member Profile: Helen Modly, CPWA®, ChFC®, CFP®—The Perfect Field
New CIMA® Certificants
Call for Nominations IMCA Board of Directors