How Active Are Managers in SA

Tony Bell and Maarten Ackerman
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Tony Bell: PeregrineQuant: Head of Marketing
Maarten Ackerman: PeregrineQuant: Quantitative Analyst

Finance from EconWPA

Abstract: This paper seeks to provide a balanced perspective on the role that benchmarks play in the setting of investment policy, the degree to which asset managers deviate from these benchmarks in pursuit of adding value and the degree to which value is added. The findings of this occasional paper are also helpful in understanding the role that a quantitative manager fulfils and the degree to which quantitative and active judgemental asset managers should be viewed as having complimentary skills in the establishment of optimal fund structures and prudent investment policy

Keywords: Active; management; Quantitative; asset; management; PeregrineQuant; investment; Pension; Funds (search for similar items in EconPapers)
JEL-codes: L11 C81 F49 R38 (search for similar items in EconPapers)
Date: 2002-02-13
Note: Type of Document - Pdf; prepared on PC; to print on HP; pages: 5; figures: included. How active are managers
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpfi:0202002

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