Personnel Security: Selection

2021 ◽  
pp. 716-722
Author(s):  
Haiden Weaver ◽  
Yalcin Acikgoz
Keyword(s):  
Security Selection

The Folly of Hiring Winners and Firing Losers

2018 ◽  
Keyword(s):  
Standard Procedure ◽  
Expected Returns ◽  
Fund Managers ◽  
Security Selection ◽  
Strategy Performance ◽  
Manager Skill ◽  
Relative Valuation

The standard procedure of firing losing managers and hiring winning managers based on their past three-year performance leads to losses. Investors need to look forward—not just back—when allocating to fund managers by using a measure of expected fund returns that considers factor exposures, fees, manager skill in security selection, and factor expected returns estimated based on relative valuation. As investors and their consultants gain a better understanding of the predictive efficacy of relative valuations in factor and strategy performance, they gain an objective reason to avoid the blunders of performance chasing.

Portfolio Distributions and Tests of Security Selection Models

1968 ◽  
Vol 23 (5) ◽  
pp. 805 ◽  
Author(s):  
William Breen ◽  
James Savage
Keyword(s):  
Selection Models ◽  
Security Selection

Value of Security Selection versus Asset Allocation in Credit Markets

1999 ◽  
Vol 25 (4) ◽  
pp. 11-27 ◽  
Author(s):  
Lev Dynkin ◽  
Peter Ferket ◽  
Jay Hyman ◽  
Erik van Leeuwen ◽  
Wei Wu
Keyword(s):  
Asset Allocation ◽  
Credit Markets ◽  
Security Selection

The Relative Importance of Asset Allocation and Security Selection

2006 ◽  
Vol 33 (1) ◽  
pp. 46-55 ◽  
Author(s):  
Kodjovi Assoé ◽  
Jean-François L'Her ◽  
Jean-François Plante
Keyword(s):  
Asset Allocation ◽  
Relative Importance ◽  
Security Selection

APPLICATIONS OF THE RISKY SHIn PHENOMENON TO SECURITY SELECTION AND PORTFOLIO MANAGEMENT

1979 ◽  
Vol 14 (4) ◽  
pp. 83-83 ◽  
Author(s):  
Lawrence A. Oster ◽  
Stuart L. Williams ◽  
E. Bruce Fredrikson
Keyword(s):  
Portfolio Management ◽  
Security Selection
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