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24 April 2013 Enterprising Investor Blog

Fixed-Income Portfolio Benchmarks: Time for a Reevaluation? (Video)

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At the CFA Institute European Investment Conference in October 2012, Mike Zelouf, CFA, director of international business at Western Asset Management, gave an insightful presentation on fixed income benchmarks, canvasing:

  • Why market-cap-weighted bond indices may not be good benchmarks.
  • Why alternative benchmarks do not solve all problems.
  • How to use dynamic benchmarking and benchmark separation.

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